Statistical analysis of economic time series
The program of the course ``Statistical Analysis of Economic Time Series'' developed at Kyiv University due to the project JEP-10353-97 ``Statistical aspects of economics'' is presented.NEWLINENEWLINE This is a survey course in time series econometrics with focus on applications in macroeconomics and finance. It deals with the univariate and multivariate models of stationary and nonstationary time series in the time domain. The goals of the course are threefold: (i) to develop a comprehensive set of tools and techniques for analyzing various forms of univariate and multivariate time series and for understanding the current literature in applied time series econometrics; (ii) to survey the current research topics in time series econometrics; and (iii) to show how to use statistical PC software in problems in time series econometrics.
scientific article; zbMATH DE number 1631971