Omfattning: 6

Tidtabel: 25.02.2020 - 27.05.2020

Ansvarslärare (är i kraft 01.08.2018-31.07.2020): 

Tomi Seppälä

Undervisningsperiod (är i kraft 01.08.2018-31.07.2020): 

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

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

Lärandemål (är i kraft 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.

Innehåll (är i kraft 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.

Metoder, arbetssätt och bedömningsgrunder (är i kraft 01.08.2018-31.07.2020): 

75% exam
25% assignments

Arbetsmängd (är i kraft 01.08.2018-31.07.2020): 

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

Studiematerial (är i kraft 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)

Kursens webbplats (är i kraft 01.08.2018-31.07.2020): 

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

Förkunskaper (är i kraft 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.

Bedömningsskala (är i kraft 01.08.2018-31.07.2020): 

0-5

Anmälning (är i kraft 01.08.2018-31.07.2020): 

Via WebOodi.

Beskrivning

Anmälning och tillläggsinformation