Courses

Statistics

AudienceVU 2nd year Business Administration students and others
MaterialDiverse
ContentsDiverse
Years2005-present

Inleiding Bedrijfseconometrie

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

Numeriek Programmeren 2.5

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

Financial Econometrics

AudienceVU 3rd year Econometrics Bachelor students
MaterialAnalysis of Financial Time Series, R. Tsay (2002)
ContentsGARCH, Extreme value theory, ACD
Years2009-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
MaterialEconometric Theory and Methods, Davidson & MacKinnon (2004)
ContentsChapters 2-14
Years2004-2009

Principles in Programming in Econometrics

Formerly Computer Programming in Econometrics.
AudienceTI MPhil students
MaterialSlides on EUR Blackboard, or in 2012 version also behind this website.
ContentsIntroduction to structured programming concepts, including number theory and maximization, either in Matlab (lately) or Ox (formerly).
Years2006-present

Advanced Programming in Quantitative Economics

AudienceMPhil and PhD students at Aarhus University
MaterialSee separate page for APQE12
ContentsIntroduction and advanced concepts for structured programming, including number theory, maximization, and efficiency, in Ox.
Years2005-2012