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