This course aims to teach students about time series data analysis in economics. By the end of the course, learners will be able to understand and apply concepts such as AR forecasting, testing for stationarity/nonstationarity, MA forecasts, robust standard errors, diagnostic testing, robust inference, IV estimation, P-value review, dummy variables, and binary models. The teaching method includes lectures, exercises, MATLAB practice, and example questions. This course is intended for students and professionals in the field of economics who want to enhance their skills in analyzing time series data.
Overview
Syllabus
ECON61001, TS Intro.
ECON61001 - State of Play Part 2.
ECON61001 - State of Play 1.
ECON61001 Exercise TS Data.
ECON61001 TS Data - AR Stationarity Condition.
ECON61001 TS Data - AR forecasting.
ECON61001 - Testing for Stationarity/Nonstationarity.
ECON61001 - Testing for Stationarity/Nonstationarity.
ECON61001 TS Data - MA forecasts.
ECON61001 Robust standard errors.
ECON61001 Diagnostic Testing and Robust se MATLAB practice Part 1.
ECON61001 Diagnostic Testing and Robust se MATLAB practice Part 2.
ECON61001 Diagnostic Testing and Robust Inference.
ECON61001 Exercise DiagTestRobInf.
ECON61001 Diagnostic Testing and Robust Inference.
ECON61001 Exercise IV Estimation.
ECON61001 P-value review.
ECON61001 Dummy variables or Sub-samples.
ECON61001 Binary Model Lecture Example.
ECON61001 Exercise ML.
ECON61001 Practice Question Q1.
Taught by
Ralf Becker
