400024 SE Advanced Topics in Time Series Analysis (2024S)
Methods seminar
Continuous assessment of course work
Labels
ON-SITE
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 Th 01.02.2024 09:00 to Mo 19.02.2024 23:59
- Registration is open from Tu 20.02.2024 09:00 to Su 31.03.2024 23:59
- Registration is open from We 03.04.2024 10:00 to Th 25.04.2024 23:59
- Deregistration possible until Th 25.04.2024 23:59
Details
max. 15 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
N
Monday
06.05.
09:30 - 16:30
Seminarraum 11 Vernetzungsraum für Vienna Doctoral School of Social Sciences, Kolingasse 14-16, OG01
Tuesday
07.05.
09:30 - 16:30
Seminarraum 11 Vernetzungsraum für Vienna Doctoral School of Social Sciences, Kolingasse 14-16, OG01
Wednesday
08.05.
09:45 - 16:30
Seminarraum 17, Kolingasse 14-16, OG02
Friday
10.05.
09:45 - 16:30
Seminarraum 19, Kolingasse 14-16, OG02
Information
Aims, contents and method of the course
Lecturer: Paul KellstedtThis lecture series will cover advanced topics in time series analysis. Lectures will subjects such as include cointegration and general error correction models, fractional integration, dynamic conditional correlation models, structural breaks and regime changes, bounds methods for inference, interaction models in time series analysis, modelling dynamic compositional variables, and others. A basic background in time series fundamentals is assumed. The lectures will make use of basic scalar and matrix algebra. Applications and examples used in this lecture series will employ both STATA and R.
Assessment and permitted materials
Minimum requirements and assessment criteria
Examination topics
Reading list
Association in the course directory
Last modified: Mo 15.04.2024 11:07