Titel für - Fachbereich Rechts- und Wirtschaftswissenschaften

Learning Outcomes:
After the courses the students are able to
• analyze stationary and nonstationary economic and financial time series data.
• construct and evaluate time series forecasts.
• test for unit roots and establish cointegration relationships.
• assess the relevance of GARCH processes and nonlinear time series models.
• reflect the basic models for qualitative data and to apply them.
• estimate and test microeconometric models and to interpret the results correctly.
• recognize the application fields of the basic methods for panel data analysis.
• judge the results of econometric analyses and to communicate them orally and in written form correctly.
Medienformen:
Beamerpräsentation, Folien, Tafel, Beispielprogramme, Übungsblätter
Literatur:
Franses, P.H.: Time Series Models for Business and Economic Forecasting
Franses, P.H., Paap, R.: Quantitative Models in Marketing Research
Greene, W.H.: Econometric Analysis
Heij, C. et al.: Econometric Methods with Applications in Business and Economics
Rechts- und Wirtschaftswissenschaften | Wirtschaftsinformatik | M.Sc. | Modulhandbuch 73