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
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.