In this course, you will look at models and approaches that are designed to deal with challenges raised by time series data. The discussion covers the motivation for the use of particular models and the description of the characteristics of time series data, with a special attention raised to the potential memory. You will:
This course is part of the Econometrics for Economists and Finance Practitioners Specialization
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Coursera Labs
Includes hands on learning projects.
Learn more about Coursera Labs Course 4 of 4 in the
Intermediate Level
Learners should first complete the previous three courses in this Specialisation.
Approx. 30 hours to complete
English
What you will learn
How to estimate the various model with R
How to check that the models are statistically valid with R
How to use the various models for decision making
Skills you will gain
- Estimation of model for time series with R
- Estimation of models for probability with R
- Estimation of models where endogeneity is present with R
- Estimation of models for panel data with R
- Estimation of models for volatility with R
Flexible deadlines
Reset deadlines in accordance to your schedule.
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Coursera Labs
Includes hands on learning projects.
Learn more about Coursera Labs Course 4 of 4 in the
Intermediate Level
Learners should first complete the previous three courses in this Specialisation.
Approx. 30 hours to complete
English
Offered by
Syllabus - What you will learn from this course
8 hours to complete
Time Series Data
8 hours to complete
5 videos (Total 11 min), 6 readings, 5 quizzes
7 hours to complete
Stationary Time Series Models
7 hours to complete
4 videos (Total 14 min), 6 readings, 6 quizzes
8 hours to complete
Non-Stationary Time Series Models
8 hours to complete
4 videos (Total 15 min), 4 readings, 5 quizzes
8 hours to complete
Models for Changing Volatility
8 hours to complete
4 videos (Total 14 min), 4 readings, 6 quizzes
About the Econometrics for Economists and Finance Practitioners Specialization

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