Courses
Econometrics & Data Analytics
Inleiding Bedrijfseconometrie
| Audience | VU 2nd year Econometrics Bachelor students |
|---|---|
| Material | Forecasting: principles and practice, Rob J Hyndman and George Athanasopoulos, 2012- and slides. |
| Contents | Introduction to forecasting |
| Years | 2010-2016 |
Financial Econometrics
| Audience | VU 3rd year Econometrics Bachelor students |
|---|---|
| Material | Analysis of Financial Time Series, R. Tsay (2002) |
| Contents | GARCH, Extreme value theory, ACD |
| Years | 2009-2015 |
Econometrics III
| Audience | VU 3rd year Econometrics Bachelor students |
|---|---|
| Material | Slides, articles. |
| Contents | VAR, VECM, panel |
| Years | 2016-2019 |
Advanced Econometrics 4.1
| Audience | VU Econometrics Master students. |
|---|---|
| Material | Econometric Theory and Methods, Davidson & MacKinnon (2004) |
| Contents | Chapters 5-9 |
| Years | 2010, 2013 |
TI Advanced Econometrics
| Audience | TI PhD students |
|---|---|
| Material | Microeconometrics: Methods and Applications, Cameron & Trivedi (2005) |
| Contents | Chapters 4-5, 7-8,13-15 |
| Years | 2004-2009, 2016-present |
TI Social Media and Data Analytics
| Audience | BDS PhD students |
|---|---|
| Material | Selected slides and papers |
| Together with | Dr Ines Lindner |
| Years | 2020-present |
Skills and methods
Academic Skills
| Audience | VU 1st year Econometrics Bachelor students |
|---|---|
| Material | Slides, articles, regression analysis, optimisation problems. |
| Contents | Topics on academic writing of text, reports, tables and code |
| Years | 2015-2020 |
Colloquium
| Audience | VU 1st year Econometrics Bachelor students |
|---|---|
| Material | Slides, articles. |
| Contents | Invited lectures, study skills, link of bachelor with research, various |
| Years | 2014-2017 |
Integrative Practical
| Audience | VU 2nd year Econometrics Bachelor students |
|---|---|
| Material | Slides, articles. |
| Contents | Practical exercises, combining knowledge of Econometrics, Operations Research and Mathematical Economics |
| Years | 2016-2020 |
Numerical Methods
| Audience | VU 2nd year Econometrics Bachelor students |
|---|---|
| Material | Numerical Methods of Statistics, John F. Monahan, 2011, and slides. |
| Contents | Elements of numerical programming, covering linear equations, eigenvalues, maximization, random number techniques. |
| Years | 2007-2013 |
Statistics
Statistics
| Audience | VU first and second year Business Administration students and others |
|---|---|
| Material | Applied Statistics in Business and Economics, Doane & Seward |
| Contents | Basic statistics |
| Years | 2005-2020 |
Programming
Principles of Programming in Econometrics
| Audience | TI MPhil students, VU Master students Econometrics and Operations research or QRM |
|---|---|
| Material | See separate page. |
| Contents | Introduction to structured programming concepts, including number theory and maximization, either in |
Advanced Programming in Quantitative Economics
| Audience | MPhil and PhD students at Aarhus University |
|---|---|
| Material | See course Principles of Programming in Econometrics |
| Contents | Introduction and advanced concepts for structured programming, including number theory, maximization, and efficiency, in Ox. |
| Years | 2005-2012 |