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Time Series Analysis Course

The course will take place at the headquarters of the Faculty of Economics and Business Administration in Room P02.
The course is delivered by Eugen Ursu, PhD, Associate Professor at Université de Bordeaux, France. Eugen Ursu is a member of the Research Group Theoretical and Applied Economics (GREThA) and published articles in prestigious international journals, such as Journal of Time Series Analysis, Natural Hazards and Earth System Sciences, Statistics and Probability Letters etc.
The main topics that will be discussed during the course are: Introduction, Stationary processes, Linear processes, Estimating and forecasting an ARMA model, Adjusting an ARMA model.
The course will run on the following schedule:
– Monday, 18 May – 9.00-12.00, P02 Hall
– Tuesday, 19 May – 9.00-12.00, P02 Hall
– Wednesday, 20 May – 9-11.00, P02 Hall
Participants will receive the course slides (in Romanian), exercises (in French), STATA codes and other materials such as pdf books. As the course is practical, participants are encouraged to bring their laptops with STATA installed. For participation please register here.

Details

  • Date

    mai 18, 2015

  • Time

    .

  • Guest

    Eugen Ursu

  • Place

    Faculty of Economics and Business Administration, Timisoara

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