Separate study unit: updated: 24/10/2012 10:47

Advanced Statistical Methods (6 ects) - 30E00700

NB!

Notes:
* Lectures and exercises in period III
* Project work and project presentation in period IV. Please register to work project via WebOodi by Aalto IT account

Course type	Advanced studies
Field of study	Economics
Subject	Taloustieteiden kvantitatiiviset menetelmät
Responsible university	Aalto University – School of Economics
Time	Spring 2013
Location	Helsinki

Course description

Status of the Course:
M.Sc.(Econ), Information and Service Management programme, elective course of advanced specialization studies.
M.Sc.(Econ), Finance programme, advanced specialization studies.
Level of the Course: Advanced

Workload:

1. Lectures 40 h
2. Exercises 20 h
3. Project 50 h
4. Independent work 52 h

Learning Outcomes: To expand and deepen the student’s knowledge of and ability to use regression and time series analysis with applications to business, finance and economics.
Content: Topics in linear models and Time Series analysis: special estimation methods of regression models, ARMA models, forecasting, cointegration, ARCH and GARCH models. The content may change from year to year.

Fee	60.00 euros
Fee description	Description of the payment

Registration	Registration for this course starts on Tue 27.11.2012 at 14.00 in the Aimo registration service. Please make online registration for the course in the Aimo service (you can make an account for the registration in advance e.g. with your internet bank identifiers). Registration is binding. For further information, please see Registration instructions The registration for the course will be closed on 20.1.2013
Previous studies	Prerequisites: Compulsory statistics and mathematics courses in the Bachelor's program, as well as at least one of the following: introduction to econometrics, statistical analysis or simulation. It is important that student knows the basics of statistical testing and regression analysis prior to attending the course. Other prior courses in quantitative areas are useful, too.
Method of completion	Assessment Methods and Criteria: 1. Lectures 40h, professor Tomi Seppälä 2. Exercises 20h, Tomi Seppälä 3. The grade consists of a final exam (50%), exercises (20%) and a project (30%).
Course time and location	You can find the course timetable and the classroom by clicking the name of the course in the Weboodi application: Timetable * Lectures and exercises in period III * Project work and project presentation in period IV. Please register to work project via WebOodi by Aalto IT account Aalto University School of Business premises.
Examinations	Information about exams.
Literature	Study Material: 1. Brooks, Chris (2008) Introductory econometrics for finance, 2nd edition 2. Additional reading a. Verbeek, Marno (2004) Guide to modern econometrics b. Enders, Walter (2003) Applied Econometric Time Series, 2nd Edition
Study support services	How to activate your Aalto user name and password.
Course organiser	Aalto University Open University, business studies PL 21280 (Arkadiankatu 28) 00076 AALTO Tel. 040 353 8126 ja 040 353 8130 E-mail: avoin(at)aalto.fi WWW: http://avoin.aalto.fi
Further information	Course code: 30E00700 Website: https://noppa.aalto.fi/noppa/kurssi/30E00700/ Participants: 3 This course is organized by the Degree Program of Aalto University School of Business. Open University students may also register to this course. Please register to the course through the Open University.