Summer School
Time Series Modelling and Analysis
by Professor Andrew Harvey (Cambridge)
Queen Mary University of London,
1-3 July 2009
The course will describe techniques for analysing and modelling time series in
Finance and Economics. It is suitable for economists and statisticians with a
basic background in time series or econometrics and it will also be useful for
people working in other fields such as Geography, Engineering and Biology.
The course will provide understanding and insight into the methods used, as
well as explaining the technical details.
Statistical modelling will be demonstrated using the STAMP package
http://www.stamp-software.com
and participants will be given the opportunity to use the package in class
More details at
http://www.busman.qmul.ac.uk/cgr/cgr-summerschool/
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