312508 Zeitreihenanalyse II (V) (WiSe 2018/2019)
Contents, comment
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This course is an introductory course in time series analysis. The course starts from scratch. Other than the BA course "Zeitreihenanalyse" the focus of the course is on modelling the stochastic part of the time series rather than trends and seasonality.
The main part of the course deals with AR(MA) models in the time and the frequency domain. This year the last part of the course will deal with models for volatility clustering.
Bibliography
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Literature will be provided in the first lectures.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
|---|
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M-ASM1 Advanced Statistical Methods I Advanced Statistical Methods I | Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Student information | |
| Courses in the field of statistics and/or in (a) methodologically related field(s) (II.) | Student information | ||
| 31-M-ASM2 Advanced Statistical Methods II Advanced Statistical Methods II | Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Graded examination
|
Student information |
| Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Graded examination
|
Student information | |
| 31-M-El1 Elective Courses 1 Elective Courses 1 | Chosen course from the group "Specialisation and deepening of the knowledge on economic theory and/or quantitative methods" 4 LP | Student information | |
| 31-M-El2 Elective Courses 2 Elective Courses 2 | Chosen course from the group quantitative methods 4 LP | Student information | |
| 31-M-El3 Elective Courses 3 Elective Courses 3 | Chosen course from the group economic theory 4 LP | Student information | |
| 31-MM15 Quantitative Methods Empirische Wirtschaftsforschung und Quantitative Methoden | Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie, etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV, etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken, etc.) | Student information | |
| 31-MM15-WiMa Quantitative Methods Empirische Wirtschaftsforschung und Quantitative Methoden | Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken etc.) | Student information | |
| 31-MM30 Research Methods in Advanced Business Administration Research Methods in Advanced Business Administration | Ausgewählte Forschungsmethoden | Graded examination
|
Student information |
| 31-SW-AKStat Selected Topics in Statistics Ausgewählte Kapitel der Statistik | Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP | Graded examination
|
Student information |
| Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP | Graded examination
|
Student information | |
| Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP | Graded examination
|
Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Studieren ab 50 |
Good foundations in statistics and mathematics are required. In particular participants should have good working knowledge of classical regression models including vector notation. More information on prerequisites will be given in the first lectures.
- E-Learning Space
- E-Learning Space
- Address:
- WS2018_312508@ekvv.uni-bielefeld.de
- This address can be used by teaching staff, their secretary's offices as well as the individuals in charge of course data maintenance to send emails to the course participants. IMPORTANT: All sent emails must be activated. Wait for the activation email and follow the instructions given there.
- If the reference number is used for several courses in the course of the semester, use the following alternative address to reach the participants of exactly this: VST_132875918@ekvv.uni-bielefeld.de
- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Wednesday, May 16, 2018
- Last update times:
- Friday, August 31, 2018
- Last update rooms:
- Friday, August 31, 2018
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Language
- This lecture is taught in english
- Department
- Faculty of Business Administration and Economics
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- https://ekvv.uni-bielefeld.de/kvv_publ/publ/vd?id=132875918
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