Courses Bachelor Display 2013-2014
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| Course Description | To PDF | |||||||||||||||||||||||||||||||||||||||
| Course title | Dynamic Modelling | |||||||||||||||||||||||||||||||||||||||
| Course code | EBC2120 | |||||||||||||||||||||||||||||||||||||||
| ECTS credits | 6,5 | |||||||||||||||||||||||||||||||||||||||
| Assessment | None | |||||||||||||||||||||||||||||||||||||||
| Period |
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| Level | Advanced | |||||||||||||||||||||||||||||||||||||||
| Coordinator |
Ton Storcken For more information: t.storcken@maastrichtuniversity.nl |
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| Language of instruction | English | |||||||||||||||||||||||||||||||||||||||
| Goals |
In this course the student will learn to analyse and design dynamic models related to economic problems from a mathematical, statistical and empirical point of view.
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| Description |
Course topics are
- linear difference and differential equations as well as systems of these, - an introduction to Optimal Controle Theory, and - statistical and empirical analysis of dynamic econometric models. |
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| Literature |
Lecture Notes of Difference and Differential Equations (ELEUM).
Optimal Control Theory and Static Optimization in Economics, by D. Leonard and N. Van Long, Cambridge University Press, 1992 (chapters 2, 4, 6 and 7). Applied Econometric Time Series, Walter Enders, (3rd Edition), John Wiley, 2010. Time Series Analysis, J. Hamilton, Princeton University Press, 1994. |
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| Prerequisites |
All courses of the first and second year bachelor econometrics.
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| Evaluation in previous academic year | For the complete evaluation of this course please click "here" | |||||||||||||||||||||||||||||||||||||||
| This course belongs to the following programmes / specialisations |
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