Advanced Econometrics II Part 1 - Summer 2025

OLAT course for the PhD course Advanced Econometrics II Part 1 held by Prof. Dr. Uwe Hassler.

Module and Program Learning Goals

- The first part of the course is dedicated to the analysis of stationary univariate time series.

- We provide the theoretical underpinning of methods and models that are tailored for the statistical specification and economic interpretation of dynamic regressions encountered in finance, business and economics.

Part 1 (Hassler) Outline:

1) Stochastic Processes
2) Conditional Heteroskedasticity
3) Autocorrelation
4) Asymptotic Theory
5) Stationary Regressions