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Week - 1 |
Basic statistical and econometric concepts |
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Week - 2 |
Introduction to Regression Analysis |
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Week - 3 |
Basic issues in Regression Analysis |
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Week - 4 |
Fundamentals of Time Series Econometrics |
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Week - 5 |
Univariate and Multivariate Time Series |
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Week - 6 |
Box Jenkins Methodology and ARIMA Models |
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Week - 7 |
Midterm |
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Week - 8 |
Random Walk, Stationarity and Unit Root Tests |
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Week - 9 |
Modelling Volatility : ARCH Models |
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Week - 10 |
Modelling Volatility: GARCH Models |
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Week - 11 |
Stationary Vector Models: VAR Model |
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Week - 12 |
Cointegration and Common Trends |
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Week - 13 |
Modelling Financial Time Series and Forecasting |
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Week - 14 |
Final Exam |
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