Time-Series and Panel Data Econometrics

predmet

Cilji predmeta

Ni opisa

Vsebina predmeta

1. Difference equations 2. Univariate time series 2.1. Stationary and integrated processes 2.2. ARIMA models 2.3. GARCH models 2.4. Unit root tests 3. Vector autoregressive and error correction models 3.1. Estimation 3.2. Model specification 3.3. Model checking 4. Uses of multiple time series models 4.1. Forecasting 4.2. Causality Analysis 4.3. Impulse response analysis 4.4. Forecast error variance decomposition
5. Microeconometrics
5.1. Heterogeneity and the role of panel data
5.2. Fixed effects model
5.3. Random effects model
5.4. Model specification tests
5.5. Hypotheses testing
5.6. Discrete-choice models

Nosilci predmeta

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  • Skype: saso.polanec 
  • Govorilne ure
  • sreda ob 10.00 v RZ-206
  • izr. prof. dr. Igor Masten

  • Katedra za denar in finance (redni član)
  • Katedra za matematiko, statistiko in operacijske raziskave (pridruženi član)
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  • Govorilne ure
  • torek ob 10.00 v RZ-205
 
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