Presentations
within the course on Vector Autoregressions
(390045)
|
Date |
Presenters |
Topic |
|
13/12 |
Chapter 3.1-3.4 |
|
|
13/12 |
Chapter 11.1-11.4 VARMA processes |
|
|
10/1 |
Chapter 9 “Structural VARs and VECs” |
|
|
10/1 |
Chapter 16.1-16.3 Multivariate ARCH |
|
|
17/1 |
Chapter 4 “VAR order selection” |
|
|
17/1 |
Chapter 5.2 and 5.3 |
|
|
24/1 |
(empirical project) |
|
|
24/1 |
Chapter 17 Periodic VARs, intervention models |
|
|
31/1 |
Fraz Qamar |
Chapter 20 Systems of Dynamic Simultaneous Equations |