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