G30 Advanced Econometrics
| 1st | October | 1st | Cancelled | |
| 2nd | 15th | Guidance | ||
| 3rd | 22th | pp. 13-25. and pp. 237-242. | Stable VAR(p) processes, stationary processes, integrated processes | |
| 4th | 29th | pp. 242-243. | Beveridge Nelson decomposition, VAR processes with integrated variables | |
| 5th | November | 5th | pp. 243-256. | VAR processes with integrated variables, cointegrated processes, common stochastic trends, and vector error correction models |
| 6th | 12th | pp. 256-260. | Deterministic terms in cointegrated processes, forecasting integrated and cointegrated variables | |
| 7th | 19th | pp. 41-66 and pp. 260-262. | Granger causality, impulse response analysis, variance decomposition | |
| 8th | 28th | pp. 262-282. | Impulse response analysis, estimation of a simple special case VECM | |
| 9th | December | 3rd | pp. 283-291. | Estimation of a simple special case VECM, estimation of general VECMs |
| 10th | 10th | pp. 291-305. | EGLS estimation of the cointegration parameters, ML estimation, including deterministic terms | |
| 11th | 17th | pp. 305-309. and pp. 315-316 | Estimating VECMs with parametert restrictionsforecasting estimated integrated and cointegrated systems | |
| 12th | January | 7th | pp. 316-330. | Testing for Granger-causality, impulse response analysis, lag order selection, testing for the rank of cointegration |
| 13th | 15th | pp. 330-337. | Testing for the rank of cointegration | |
| 14th | 21st | pp. 337-352. | Prior adjustment for deterministic terms, choice of deterministic terms, subset VECMs, model diagnostics | |
| 15th | 28th | How to use Eviews | ||