| Detailinformationen |
| Quellcurriculum |
Masterstudium Economic and Business Analytics 2021W |
| Ziele |
(*)Understanding the theory and application of econometric methods for addressing macroeconomic questions.
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| Lehrinhalte |
(*)1. The Concept of Time Series
2. Difference Equations and their Solution 3. Maximum Likelihood Estimation 4. Stationary Time-Series Models 5. Deterministic and Stochastic Trends 6. Modeling Time-Varying Volatility 7. Vector Autoregressive (VAR) Models 8. Cointegration and Vector-Error-Correction (VEC) Models
|
| Beurteilungskriterien |
(*)Homework Assignments, Written Final Exam
|
| Lehrmethoden |
(*)Presentation and Discussion of Econometric Theory, Application, and Examples
|
| Literatur |
(*)Enders, Walter (2010). Applied Econometric Time Series. 3rd edition. John Wiley & Sons.
|
| Lehrinhalte wechselnd? |
Nein |
| Sonstige Informationen |
(*)The Department of Economics recommends to take the Microeconometrics and the Macroeconometrics courses after both Econometrics II courses. Further information: http://www.econ.jku.at/2382/ .
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| Äquivalenzen |
(*)2AOSMAKK / 971ATECMACK17: KS Macroeconometrics (4 ECTS)
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| Frühere Varianten |
Decken ebenfalls die Anforderungen des Curriculums ab (von - bis)
971ATECFAMK19: KS Financial and Macroeconometrics (2019W-2022S)
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