This course introduces students to the basic knowledge and tools needed for the statistical analysis of time series data. The course is a mixture of lectures and exercises in the computer lab together with the instructor, with a strong emphasis on learning by doing. After completing this course, students should be able to continue studying time series analysis at the level of a second-year graduate course or begin working with analysis of time series data for a company or government agency.

Lecturer and Examiner:

Sergio de Ferra, Office hours: by agreement, room A714, e-mail: sergio.deferra@ne.su.se

Teacher's Assistants:
Ricardo Lima, Office hours: by agreement, room A457, phone: 08 - 16 37 35,
e-mail: ricardo.lima@ne.su.se

Monir Bounadi, Office hours: by agreement, room A409,
e-mail: monir.bounadi@ne.su.se

Administrator:
Cecilia von Mentzingen: Office hours: Mon - Thu 12.30-13.30, room A491,
phone: 08-16 31 12, e-mail: cecilia.vonmentzingen@ne.su.se
 

Course information:

Syllabus / Kursplan

Schedule (Please note that changes may occur)

Course Literature:

  • Introductory Econometrics, A Modern Approach. Wooldridge, Jeffery M. International Edition. South Western College. Latest edition.
  • Econometrics Analysis, 7th edition by William H. Greene
  • Applied Econometric Time Series, 4th Edition by Walter Enders

 

Exam information

mitt.su.se

Mondo