Brief Course Description
1. Course Title:
Econometrics of time series
2. Language of Instruction:
Tiếng Anh
3. Course Code:
ECO505162
4. Credits:
3
5. Course Objectives:
This course provides students with a solid understanding of time series models in empirical economics, teaching them how to construct and utilize these models for economic forecasting and policy evaluation. Students reaches the knowledge not only from mathematical equations but also from the real case study in practicing in Winrats software about most of current time series models.
6. Brief Description of Course Content:
This is a course in applied time series econometrics. The main objective is to give the students a significant understanding of the role of time series models in empirical economics then to show them how to develop and use these models for performing forecasts or evaluating economic policy. Both univariate and multivariate time series processes will be covered. Applied cases will be performed with the Winrats software.