Courses Bachelor Display 2014-2015
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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. |
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Prerequisites |
All courses of the first and second year bachelor econometrics.
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Teaching methods (indicative; course manual is definitive) | PBL / Lecture | |||||||||||||||||||||||||||||||||||||||
Assessment methods (indicative; course manual is definitive) | Written Exam | |||||||||||||||||||||||||||||||||||||||
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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