Laajuus: 6

Aikataulu: 25.02.2020 - 27.05.2020

Vastuuopettaja (voimassa 01.08.2018-31.07.2020): 

Tomi Seppälä

Opetusperiodi (voimassa 01.08.2018-31.07.2020): 

Period IV +  3 weeks in period V (2018-2019)

Period IV + 3 weeks in period V (2019-2020)

Osaamistavoitteet (voimassa 01.08.2018-31.07.2020): 

Students learn
- statistical modeling
- to understand how to analyze time series data and make forecasts in economics and business
- to design statistical research.

Sisältö (voimassa 01.08.2018-31.07.2020): 

Topics in linear models and time series analysis: special estimation methods of regression models, ARMA and ARIMA models, forecasting, stationarity, integrated series, cointegration, ARCH and GARCH models, multivariate models, panel data.

Toteutus, työmuodot ja arvosteluperusteet (voimassa 01.08.2018-31.07.2020): 

75% exam
25% assignments

Työmäärä toteutustavoittain (voimassa 01.08.2018-31.07.2020): 

Contact teaching 36 h
Independent work 121 h
Exam 3 h
Total 160 h (ECTS)

Oppimateriaali (voimassa 01.08.2018-31.07.2020): 

1. Brooks, Chris (2008) Introductory econometrics for finance, 2nd edition or later (selected parts)
2. Enders, Walter (2010).: Applied Econometric Time Series, 3rd Edition or later (selected parts)
3. Verbeek, Marno (2004).: A Guide to Modern Econometrics. 2nd Edition (additional readings)

Kurssin kotisivu (voimassa 01.08.2018-31.07.2020): 

https://mycourses.aalto.fi/course/search.php?search=30E00800

Esitiedot (voimassa 01.08.2018-31.07.2020): 

Undergraduate mathematics and statistics and an introductory course in econometrics or regression analysis. More specifically, knowledge of statistical testing and linear regression models are essential. At the minimum one course in university mathematics and two courses in university statistics is assumed.

Arvosteluasteikko (voimassa 01.08.2018-31.07.2020): 

0-5

Ilmoittautuminen (voimassa 01.08.2018-31.07.2020): 

Via WebOodi.

Opintojakson kuvaus

Ilmoittautuminen ja lisätiedot