Category Archives: IAB

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.


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