Course - Applied time series econometrics - FIN8608
FIN8608 - Applied time series econometrics
About
Examination arrangement
Examination arrangement: School exam
Grade: Passed / Not Passed
Evaluation | Weighting | Duration | Grade deviation | Examination aids |
---|---|---|---|---|
School exam | 100/100 | 4 hours | C |
Course content
The course deals with how empirical analyzes are performed using time series data, which models and methods are relevant to various issues, and how empirical models can be used to give predictions. Empirical work with applications in financial economics and macroeconomics will be discussed. Assessments of what are good empirical approaches for different types of time series analyzes are emphasized.
Learning outcome
Knowledge
You learn
- how researchers design empirical studies using time series data in financial economics and applied macroeconomics, including the formulation of econometric models and the use of different methods.
- how to evaluate models and choose between different models
- how empirical models can be used to give predictions and how the prediction properties can be evaluated
Skills
You should
- be able to understand the challenges of conducting empirical analyzes using time series data
- be familiar with different models and methods that are relevant for different types of time series analyzes
- be familiar with how different models can be used to give predictions
- be able to apply models and methods in own analyzes using time series data
General competence
You should be able to
- read and understand reports and research articles that make use of models and methods discussed in the course
- reveal problems and shortcomings in academically weak analyzes within topics dealt with in the course
- use the course content as a basis for their own independent academic work, such as the master's thesis
Learning methods and activities
4 hours of organized learning activities each week. FIN8608 is taught along with FIN3008. Contact the department (kontakt@econ.ntnu.no) to get access to learning resources in Blackboard.
The course has compulsory activity, like approved term paper(s) / exercise(s) / student presentations etc. Specific requirements will be announced at the beginning of the term, and an independent econometric work will be included. Compulsory activity must not be re-completed when repeating the exam.
Compulsory assignments
- Compulsory activity
Further on evaluation
The subject is reserved for PhD students. Contact
Recommended previous knowledge
Compulsory courses in Master's degree in Economics.
Required previous knowledge
None.
Course materials
Announced at the beginning of the term.
Credit reductions
Course code | Reduction | From | To |
---|---|---|---|
TIØ4317 | 5.0 | AUTUMN 2023 | |
FIN8606 | 5.0 | AUTUMN 2023 |
No
Version: 1
Credits:
5.0 SP
Study level: Doctoral degree level
Term no.: 1
Teaching semester: AUTUMN 2024
Language of instruction: English
Location: Trondheim
- Financial Economics
- Economics
- Social Sciences
Examination
Examination arrangement: School exam
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Autumn ORD School exam 100/100 C 2024-12-18 09:00 INSPERA
-
Room Building Number of candidates SL311 orange sone Sluppenvegen 14 1 - Spring ORD School exam 100/100 C 2025-06-02 15:00 INSPERA
-
Room Building Number of candidates SL311 orange sone Sluppenvegen 14 1
- * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"