30E00800 - Time Series Analysis, 26.02.2019-29.05.2019
This course space end date is set to 29.05.2019 Search Courses: 30E00800
Lecture 18 (Thursday 2.5.2019)
Completion requirements
Review of the course topics and the exam.
Chapters
5 and 7 are the most important!Overview
of Topics covered in class and exercises (which are required in the exam);
Corresponding parts in Brooks, 2nd ed.
•Review Regression, Ch. 1-3 and 4
•Advanced topics in regression,
Ch.4
• ARMA models and related concepts,
Ch. 5
•Nonstationarity
Ch.7 up to p. 343. (7.1-7.6)
•Conditional heteroscedasticity
models, up to p. 414, Ch. 8.1.- 8.17
•Seasonality and dummy variables, Ch
9.1-9.4.
•Panel data: Fixed Effect models,
Ch. 10.1.-10.4.