Econometrics: time series analysis - F000676

Specific course requirements

The aim of the course Econometrics: Time Series Analysis is to study the specific econometric properties of time series and panel data estimators.

Students should have a good working knowledge of statistics and basic econometric techniques:

ordinary least squares
generalized least squares
instrumental variables estimators and their properties under heteroscedasticity, autocorrelation and endogeneity.

Consult the general specifications of this course in the exchange programme in economics and business admin.