|
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 |
|
Week - 14
|
Final Exam |
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