Cours 2019-2020

Advanced Econometrics II: Times Series Econometrics [ECON2601]

  • 5 crédits
  • 30h
  • 2e quadrimestre
Langue d'enseignement: Anglais / English

Acquis d'apprentissage

The purpose of the course is to cover advanced topics in time series econometrics with a strong emphasis on financial econometrics tools.

Contenu

Various issues like ARCH models, realized volatility, continuous time models, cointegration, non-stationary panel data, bootstrap, etc. The contents of the course is changing almost every year.

Langue d'enseignement

Anglais / English

Lieu de l'activité

LOUVAIN-LA-NEUVE

Faculté organisatrice

Faculté des sciences économiques, sociales et de gestion
Rue de Bruxelles, 61
5000 NAMUR

Cycle

Etudes de 2ème cycle