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Regular version of the site

Machine Learning in Economics

2022/2023
Academic Year
ENG
Instruction in English
5
ECTS credits
Course type:
Elective course
When:
4 year, 2 module

Course Syllabus

Abstract

Economists use time-series methods in many circumstances. They estimate economic models, build policy analyses and forecast economic variables. In this course we will cover some crucial concepts to establish a solid background for diving deeper in the world of time-series econometrics. For some of the methods we will go into details to learn why and how they work. We will revisit concepts like stationarity, consistency, asymptotic normality.