ECO832 Applied Econometrics II: Time Series Data

[3–0, 3 cr.]

The aim of this course is to introduce students to a comprehensive theoretical framework of time series econometrics and its applications. Topics covered include: (1) stationary univariate time series processes; (2) non-stationary processes; (3) multivariate processes; (4) systems of simultaneous equations; (5) cointegration and error-correction models.