Week 1-2: Introduction to Time Series Analysis
In these two week we will discuss ARMA and ARIMA Models, Comparison of forecast based on ARIMA and regression models, Stationarity, and Unit root Tests i.e. ADF, PP etc.
Course Material
- Week 1-2: Introduction to Time Series Analysis
- Week 3-4: Cointegration and Error Correction Models
- Week 5-6: Regression Analysis using Matrix Notation
- Week 7-8: Binary Regression Analysis
- Week 9: Mid Term Exam
- Week 10-11: The Generalized Least-Squares Model
- Week 12-13: The Maximum Likelihood Estimators
- Week 14-15: Panel Data Analysis
- Week 16-17: Regression on Dummy variables
- Week 18: Final Term Exam
- Chapters 10
- Department Economics
- Teacher
Dr. Masood Sarwar Awan
