314208 Zeitreihenanalyse (V+Ü) (WiSe 2004/2005)
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Zeitreihen sind zeitlich geordnete Folgen von Beobachtungen. Z.B. liegen ökonomische Statistiken und Finanzmarktdaten oft in Form von Zeitreihen vor. Wenn man die Dynamik ökonomischer Phänomene empirisch untersuchen will, wird man sich mit Zeitreihen beschäftigen müssen. Zeitreihenanlyse is eine wissenschaftliche Disziplin, die die Beschreibung, die Modellierung, die Vorhersage und die Steuerung von Zeitreihen zum Gegenstand macht. Diese Lehrverantaltung wendet sich an Studenten/innen, die Interesse an empirischer Arbeit haben und sich dazu methodisch qualifizieren wollen. Sie bietet eine anwendungorientierte Einführung in die Zeitreihenanalyse. Neben dem methodischen Schwerpunkt werden viele Beispiele mit realen Daten besprochen.
Bibliography
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Hamilton, James D.: Time series analysis, 1994
Clements, Michael P.: Forecasting economic time series, 2000
Davidson, Russell: Estimation and inference in econometrics, 1993
Schlittgen, Rainer Zeitreihenanalyse, 1995
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Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Betriebswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | B5; WP05; WP10; WP12; WP05 | Wahl | HS | |||
| Frauenstudien | (Enrollment until SoSe 2015) | ||||||
| Frauenstudien | (Enrollment until SoSe 2015) | ||||||
| Volkswirtschaftslehre / Diplom | (Enrollment until SoSe 2005) | V4; V5; WP05; WP10; WP12 | Wahl | HS |
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- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Wednesday, July 28, 2004
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- Wednesday, July 28, 2004
- Type(s) / SWS (hours per week per semester)
- lecture (V) + exercise (Ü) / 2+1
- Department
- Faculty of Business Administration and Economics
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- ECTS points
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- 1106766