Courses Bachelor Display 2024-2025

Course Description To PDF
Course title Introduction to Software in Econometrics
Course code EBS2072
ECTS credits 4,0
Assessment Whole/Half Grades
Period
Period Start End Mon Tue Wed Thu Fri
3 13-1-2025 26-1-2025 C
Level Intermediate/Advanced
Coordinator Nalan Bastürk
For more information: n.basturk@maastrichtuniversity.nl
Language of instruction English
Goals
1. The student will learn to model simple econometric problems in the Bayesian framework.
2. The student will learn how to implement simulation-based Bayesian inference procedures for standard econometric models in the statistical programming software R and how to interpret estimation results.
3. The student will learn how to assess the appropriateness and accuracy of different simulation methods in different examples.
Description
This course covers advanced econometric techniques for modelling financial time series. Topics that are covered include ARIMA, VAR, volatility models and high dimensional modeling. Empirical applications will provide students with practical experience in analysing financial time series.
Literature
Prerequisites
Econometric Methods 1 (EBC2111)
Keywords
Teaching methods (indicative; course manual is definitive) PBL / Presentation / Lecture / Assignment / Papers / Groupwork / Skills
Assessment methods (indicative; course manual is definitive) Final Paper / Attendance / Written Exam / Assignment
Evaluation in previous academic year For the complete evaluation of this course please click "here"
This course belongs to the following programmes / specialisations
Bachelor Econometrics and Operations Research Year 3 Elective Skill(s)