IAB Graduate Programme: Time Series Analysis

Date: Tuesday, 24 April 2012

Institution: Graduate Programme (GradAB) at the Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nuremberg

Lecturer: Prof. Dr. Enzo Weber

The course offers an introduction to time series econometrics for PhD students. It covers univariate techniques, cointegration and multi-equation models. Applications of these methods are presented in EViews.

 Contents:

1.     Univariate Time Series Models

  1. Time Series Dynamics
  2. Autoregression
  3. Moving Average
  4. ARMA and Dynamic Regression

2.     Non-Stationarity

  1. Unit Roots
  2. Cointegration

3.     Multiple Equation Models

  1. Vector Autoregression
  2. Impulse Responses and Variance Decomposition
  3. Multiple Cointegration

Please register until 31 March, 2012 by E-mail sandra.huber@iab.de

 http://www.iab.de/en/gradab