Vrije Universiteit Amsterdam
Amsterdam, The Netherlands
Area of Study
Taught In English
Course Level Recommendations
ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.
Recommended U.S. Semester Credits3
Recommended U.S. Quarter Units4
Hours & Credits
Obtaining basic understanding of multivariate dynamic linear modeling and time series analysis and panel data. Understanding the introductory theory and practice of econometric analysis of stationary and non-stationary multivariate stochastic processes and panel data.
Econometrics III provides an introduction to multivariate dynamic models and time-series analysis. The course covers both theoretical and practical aspects of time-series econometrics including analysis of multivariate stationary and non-stationary processes, vector autoregressive (VAR) models, vector error correction models (VECMs), and cointegration tests. The course also introduces panel data models, methods and techniques.
Lectures, solving/discussing both theoretical and practical exercises
TYPE OF ASSESSMENT
Exam (80%) and practical assignment (20%)
Basics of statistics, probability, econometrics, algebra, and calculus
Courses and course hours of instruction are subject to change.
Some courses may require additional fees.