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.

General course specifications

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