Niğde Ömer Halisdemir Üniversitesi

IKT6110 / Econometric Forecasting Methods

Contents Of The Courses in a weekly Period

Hafta

Subjects

Sources

1

Some initial concepts

1

2

Stationarity and nonstationarity

1

3

Unit root tests

1

4

Analysis with structural breaks

1

5

VAR

1

6

ARMA

1

7

Vector Error Correction Models

1

8

Cointegration Analysis

1

9

ARCH and GARCH

1

10

Multivariate GARCH

1

11

Asymmetric GARCH models

1

12

Panel data models and cointegration

1

13

Computer application

1

14

Computer application

1

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