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Financial and Economic Time Series Assignment help, Financial and Economic Time Series Online Experts


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STAT434 - Financial and Economic Time Series

  • analysis of financial data
  • economic data
  • statistical programming language R 
  • autoregressive models
  • moving average models
  • generalizations
  • features of financial series 
  • challenges of time dependent volatility

Topics for Financial and economic time series

  • time series modeling
  • autoregressive 
  • moving average processes
  • Forecasting  time series
  • unit root tests
  • diagnostic tools
  • Modeling volatility dynamics
  • ARCH
  • GARCH
  • TGARCH 
  • maximum likelihood estimators
  • estimating factor models 
  • Stationary time series
  • Dynamic models and distributed lags
  • Multivariate models (VAR)
  • Non-stationary time series
  • Testing for unit roots
  • Spurious regression
  • Cointegration

Topics for Financial and Economic Time Series

Stationary Univariate Models
Estimation
Model Selection
State-Space Models
Forecasting
Asymptotic Theory
Univariate Nonstationary Time Series
Asymptotics for Nonstationary Data and Unit Root Tests
Stationary VAR Models
Structural VAR Models
Spurious Regression and Cointegration
time series econometrics
applications in macroeconomics
applications in international finance
applications in  finance
univariate stationary time series models
time series forecasting
state-space models and the Kalman filter
unit-root theory
trend-stationarity
testing and applications
multivariate time series models
co-integration
error-correction models
popular univariate time-series models in Economics and Finance
AR(I)MA  models
(G)ARCH  models
nonlinear models
multivariate linear time-series models
VAR models
VECM models
Co-integrated systems
sound modelling cycle
estimation of the models
inference of the models
evaluation of the models
OLS methods
NLS methods
GMM methods
(Q)MLE methods

 

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