Courses

Econometrics

Inleiding Bedrijfseconometrie

AudienceVU 2nd year Econometrics Bachelor students
MaterialForecasting: principles and practice, Rob J Hyndman and George Athanasopoulos, 2012- and slides.
ContentsIntroduction to forecasting
Years2010-2016

Financial Econometrics

AudienceVU 3rd year Econometrics Bachelor students
MaterialAnalysis of Financial Time Series, R. Tsay (2002)
ContentsGARCH, Extreme value theory, ACD
Years2009-2015

Econometrics III

AudienceVU 3rd year Econometrics Bachelor students
MaterialSlides, articles.
ContentsVAR, VECM, panel
Years2016-present

Advanced Econometrics 4.1

AudienceVU Econometrics Master students.
MaterialEconometric Theory and Methods, Davidson & MacKinnon (2004)
ContentsChapters 5-9
Years2010, 2013

TI Advanced Econometrics

AudienceTI PhD students
MaterialMicroeconometrics: Methods and Applications, Cameron & Trivedi (2005)
ContentsChapters 4-5, 7-8,13-15
Years2004-2009, 2016-present

Skills and methods

Academic Skills

AudienceVU 1st year Econometrics Bachelor students
MaterialSlides, articles, regression analysis, optimisation problems.
ContentsTopics on academic writing of text, reports, tables and code
Years2015-present

Colloquium

AudienceVU 1st year Econometrics Bachelor students
MaterialSlides, articles.
ContentsInvited lectures, study skills, link of bachelor with research, various
Years2014-2017

Integrative Practical

AudienceVU 2nd year Econometrics Bachelor students
MaterialSlides, articles.
ContentsPractical exercises, combining knowledge of Econometrics, Operations Research and Mathematical Economics
Years2016-present

Numerical Methods

AudienceVU 2nd year Econometrics Bachelor students
MaterialNumerical Methods of Statistics, John F. Monahan, 2011, and slides.
ContentsElements of numerical programming, covering linear equations, eigenvalues, maximization, random number techniques.
Years2007-2013

Statistics

Statistics

AudienceVU 2nd year Business Administration students and others
MaterialApplied Statistics in Business and Economics, Doane & Seward
ContentsBasic statistics
Years2005-present

Programming

Principles of Programming in Econometrics

AudienceTI MPhil students, VU Master students Econometrics and Operations research or QRM
MaterialSee separate page.
ContentsIntroduction to structured programming concepts, including number theory and maximization, either in
Years2006-present

Advanced Programming in Quantitative Economics

AudienceMPhil and PhD students at Aarhus University
MaterialSee course Principles of Programming in Econometrics
ContentsIntroduction and advanced concepts for structured programming, including number theory, maximization, and efficiency, in Ox.
Years2005-2012