Time Series Analysis
(SS 2011)
| Typ | Vorlesung / Übung (104041, 104042) |
|---|---|
| Dozent/in | Prof. Dr. Offermanns |
| Sprache | Englisch |
| Leistungspunkte | 5 CP (Master) |
| Beginn | 13.04.2011 |
| Ende | 07.07.2011 |
| Zeit | Thursday, 10.15 - 1 p.m., weekly, Garystr. 21, HS 106 |
| Hinweis | Course material is provided through Blackboard, see link below. External students without Blackboard account please send an e-mail to the instructor indicating name and e-mail address. You will receive a user name and password by FU-CeDiS within the next days. |
Links
Literaturliste
- Hamilton, J.D.: Time Series Analysis, Princeton University Press, 1994.
- Lütkepohl, H.: New Introduction to Multiple Time Series Analysis, Springer, 2006.
- Greene, W.: Econometric Analysis, Pearson, 2008.