Submitted by jolanta.pielasz... on November 14, 2019 - 00:05
All lectures are expected to be streamed live online, through Zoom. Apart from traditional white-board lectures, there will also be computer classes to ensure a strong connection to empirical econometric modelling.
We will be following the book Econometric analysis: 8th Edition. W. H. Greene closely throughout the course. The exam will consist of a number of home assignment involving theoretical matters as well as empirical analyses. Students who have not yet applied to the course should do this asap, directly to the course coordinator (see contact info below).
Submitted by jolanta.pielasz... on March 16, 2018 - 18:12
Course Code:3FNA023 ECTS credits: 5 Level Doctoral course Course contents
The course will cover the following topics:
- an introduction to wavelet analysis
- the Discrete Wavelet Transform (DWT)
- the Maximal Overlap DWT (MODWT)
- the wavelet variance, covariance, correlation and cross correlation
There will be three 3-days gatherings each comprising 18h of lecturing. The first meeting will take place in Växjö, 12-14 October, the second meeting will be held in Stockholm, 5-7 December and the third one is organized in Uppsala, 8-10 February.
Instructors who so far have agreed to participate are Thomas Holgersson, Björn Holmquist, Hans Nyquist, Dietrich von Rosen, Rolf Sundberg and Silvelyn Zwanzig. There will be another three so each meeting will be run by three instructors.
Submitted by ghazishukur on August 21, 2012 - 15:05
This course will be run during week 39, 24 september - monday, 28 september 2012 at 10:00 to frieday 28 September 12:00 (full-time course) at the School of <?xml:namespace prefix = st1 ns = "urn:schemas-microsoft-com:office:smarttags" />Business and Economics, Linnaeu University, Växjö.