IKT 451 APPLIED TIME SERIES
Syllabus Grades 1st Part Week 1-2: Difference Equations Week 2-4: Stationary Time Series Models Week 5-6: Models with Trends Mid-term Exam Week 7-8: SVAR Models (Data: E-views) Week 9 : Structural Breaks Week 10-11: Replication of Stock and Watson (2002) (Data: E-Views, Data: Excel) Table 1-Figure 1 Table 2 Figure 2 Week 11-12: Practice Session (Data) Final Exam |
Assignments: Homework I (Due on 1st of Feb, 13:30 pm) Homework II (Due on 4th of Feb, 13:30 pm) Exam I () Exam II () |