Module: Advanced Econometrics (5202-710)

This module not offered anymore!

Persons:

• Prof. Dr. Gerhard Wagenhals (verantwortlich)

Degree Program:

• Agricultural Sciences - Agricultural Economics (Master, since 01.10.2014)
  2. Semester, elective

Relation to other Modules:

Advanced Econometrics is needed in any module which requires the application of statistical methods to the estimation and testing of relationships based on time series e.g. in macroeconomics or the analysis of financial markets.

Prerequisites for Attendance:

Successful completion of "Introductory Econometrics"

Sprache:

English

ECTS:

6 credits

Frequency:

every summer semester

Length of the Module:

1 semester

Module examination:

Written exam

Length of the examination:

60 minutes

Workload:

180 h, 45 h class/lecture attendance 135 h preperation and follow-up, preperation for the exam and exam

Professional competences:

Students possess an in-depth understanding of the analysis and forecasting of economic time series . Their know-how includes the art of specifying, estimating and forecasting univariate and multivariate time series models . They are able to analyse time series and to choose suitable methods for model choice, specification and estimation. They are in a good position to adequately interpret the results of time series analyses and to conduct elementary independent research based on time series data .

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