Introduction to Time Series and Dynamic Econometrics

Course

URL study guide

https://studiegids.vu.nl/en/courses/2024-2025/E_MFAE_ITSDE

Course Objective

This course is not offered anymore. One extra exam will be offered at the end of period 1 to students that participated in the course in previous years, but did not succeed. However, we advise the following course of actions instead of the sweep exam:
- If you followed this course as part of the regular track of the minor Applied Econometrics, it is recommended to now take the course Fundamentals of Time Series Econometrics. It is designed for students that do not have a background in econometrics (or similar quantitative backgrounds).
- If you followed this course as part of the technical track of the minor Applied Econometrics, you should follow Time Series and Dynamic Econometrics. You cannot follow the other course and maintain the label "technical track". In other words, the course Introduction to Time Series and Dynamics Econometrics that was previously offered to both tracks has been replaced by two separate courses tailored to the chosen track:
- Regular track: Fundamentals of Time Series Econometrics
- Technical track: Time Series and Dynamic Econometrics

Course Content

Consult the study guide 2023-2024 for the course description (incl. literature).

Teaching Methods

n/a

Method of Assessment

sweep exam, see Canvas or contact lecturer.
Course period1/09/2431/08/25
Course level6.00 EC

Language of Tuition

  • English

Study type

  • Bachelor