3675 (2024/P3-P4) Time Series Analysis, Hki

7778 (2024/P3) Statistisk analys, Hfors

3606 (2024/P4) Ekonometri, Hfors

Kursinfo 2024.pdfKursinfo 2024.pdf
Kursen erbjuder en modern introduktion till ekonometrin med tyngdpunkten på ekonometriska metoder tillämpade på verkliga ekonomiska problem. Metoderna som tas upp på kursen är motiverade av de problem som uppkommer vid analys av ickeexperimentella ekonomiska data. På kursen behandlas ekonometriska metoder för tvärsnitts- och tidsseriedata.

3677 (2023/P1) Multivariate Data Analysis, Hfors

Course info 2023.pdfCourse info 2023.pdf
The course is an introduction to multivariate analysis (i.e. statistical techniques that simultaneously analyse multiple measurements on individuals or objects). The course covers techniques such as MANOVA, Regression Analysis, Factor Analysis, and Cluster Analysis. The statistical program SPSS is used in the course.

Students with Statistics as their minor should take the course Multivariate Data Analysis (8 ECTS, course code 3613) in their bachelor's studies. That course is also recommended for students with a quantitative interest with other subjects as their major.

3674 (2023/P2) Advanced Time Series Econometrics, Hfors

ATSE_2023_excs1_probability_solutions_Theo.pdfATSE_2023_excs1_probability_solutions_Theo.pdf

1141 (2023/P1) Ekonomisk matematik, Hfors

3676 (2023/P3-P4) Statistics and Econometrics, Helsinki

The course introduces the student to modern statistics and econometrics. The topics are probability, statistical inference and econometrics. The course is useful for students who want to quickly fill in their background in statistics and econometrics without being burdened by tedious topics in probability and statistics that play no role in econometrics.

Part 1 of the course considers matrix algebra, estimation and inference in the linear regression model, least squares, generalised least squares, instrumental variables and models for panel data.

Part 2 of the course provides an introduction to probability, large-sample theory and maximum likelihood methods in econometrics.

The course is intended for master students in finance and economics with an interest in statistics and econometrics. The course can also be taken by doctoral students.

Assessment
Part 1
Assignments 50%
Exam 50%
Part 2
Assignments 50%
Exam 50%

Enrolment key in Moodle: SE23

3675 (P3-P4/2022) Time Series Analysis, Helsinki

The course introduces the student to time series models in econometrics. About half of the course is devoted to stationary ARMA models. The course then considers multivariate time series models, unit roots, cointegration, and ARCH and GARCH models. Examples are taken from financial economics.

The course alternates and is given every other year (see Additional information).

The course is intended for master students in finance and economics with an interest in statistics and econometrics. The course can also be taken by doctoral students.

Enrolment key in Moodle: TSA22

3674 (P2/2021) Advanced Time Series Econometrics, Helsinki

The course provides the student with an introduction to advanced econometrics. The subjects include, probability, asymptotic theory, time series, volatility models and simulation methods in econometrics.

The course is intended for master students in finance and economics with an interest in statistics and econometrics. The course can also be taken by doctoral students.

Enrollment key: ATSE21