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Course module: 310154-M-3
310154-M-3
Methods: Econometrics 2
Course info
Course module310154-M-3
Credits (ECTS)3
CategoryMA (Master)
Course typeCourse
Language of instructionEnglish
Offered byTilburg University; Tilburg School of Economics and Management; TiSEM: Econometrics and OR; Econometrics & Operations;
Is part of
M Economics
Lecturer(s)
Lecturer
dr. O. Boldea
Other course modules lecturer
Academic year2018
Starting block
BLOK 3
Course mode
Full-time
RemarksThis information is not up to date. Check the Course Catalog 2019 or select the course via “Register”.
Registration openfrom 10/01/2019 up to and including 31/07/2019
Aims

Required Prerequisites

Econometrics I (MSc. Economics).

Recommended Prerequisites

basic course in econometrics
Content
This is a course on time series econometrics. We focus on forecasting and estimation of dynamic models. You will learn how to build dynamic models by choosing the number of lags and distributed lags, correcting for autocorrelation and heteroscedasticity, testing for stationarity and Granger causality, and modelling volatility and variables jointly. Typical examples will be predicting and modelling unemployment, inflation, excess returns and the gross domestic product. 
Type of instructions
lectures plus lab sessions
Type of exams
written final exam; weekly quizzes and exercises

Recommended Reading
  1. James H. Stock, Mark W. Watson, Introduction to Econometrics, Update, Global Edition, Pearson, 2014, ISBN 9781292071312. PLEASE NOTE: we cover Chapter 14 and 15 only (possibly part of Ch 16), none of the other chapters
Timetable information
310154-M-3|Methods: Econometrics 2
Written test opportunities
Omschrijving/DescriptionToets/TestBlok/BlockGelegenheid/OpportunityDatum/Date
Written test opportunities (HIST)
Omschrijving/DescriptionToets/TestBlok/BlockGelegenheid/OpportunityDatum/Date
Schriftelijk / WrittenEXAM_01BLOK 3124-04-2019
Schriftelijk / WrittenEXAM_01BLOK 3201-07-2019
Required materials
-
Recommended materials
Manual
James H. Stock, Mark W. Watson, Introduction to Econometrics, Update, Global Edition, Pearson, 2014, ISBN 9781292071312. PLEASE NOTE: we cover Chapter 14 and 15 only (possibly part of Ch 16), none of the other chapters
Title:Introduction to Econometrics, Update, Global Edtion, Pearson, 2014 PLEASE NOTE: we cover Chapter 14 and 15 only (possibly part of Ch 16), none of t
Author:James H. Stock, Mark W. Watson
Publisher:Pearson
Edition:3
Tests
Assignment

Written

Final grade

Weekly Quizzes

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Kies de Nederlandse taal