390055 UK PhD-E: Econometrics of Seasonality (2015W)
Econometrics of Seasonality
Continuous assessment of course work
Labels
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 14.09.2015 09:00 to Th 24.09.2015 14:00
- Deregistration possible until We 21.10.2015 23:59
Details
max. 25 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Monday
05.10.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
12.10.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
19.10.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
09.11.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
16.11.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
23.11.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
30.11.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
07.12.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
14.12.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
11.01.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
18.01.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Monday
25.01.
11:30 - 13:00
Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
Information
Aims, contents and method of the course
Assessment and permitted materials
In the first half of the term, the instructor presents the topics listed in the course outline. This part closes with a short midterm test (closed-book, 45% weight in the final grade). In the second half of the term, participants take over and give presentations. The topics of these presentations can be more advanced analyses of already addressed topics, parts of the monograph that have not yet been covered, or small empirical projects on seasonal data. Presenters turn in written summaries of their work by the end of the term. This part carries 55% weight in the final grade.
Minimum requirements and assessment criteria
Familiarity with the most widely applied procedures for handling economic data with a seasonal structure
Examination topics
Lecturing, discussion, presentations by participants, small empirical projects
Reading list
Philip Hans Franses: "Periodicity and Stochastic Trens in Economic Time Series" (Oxford University Press, 1996)
Association in the course directory
Last modified: Mo 07.09.2020 15:46
2. Deterministic seasonality (seasonal dummies, tests with dummy seasonality as the null hypothesis, e.g. the Canova-Hansen test)
3. Seasonal unit-root processes (seasonal random walk, tests with complex unit roots as their null, e.g. the HEGY test)
4. Periodic processes
5. Seasonal adjustment