Courses
ECON7950 Business and Economic Forecasting with Big Data (3 units)
- Prerequisite:
- ECON7900 Statistics for Data Science
The course aims to offer both the intuition and basic vocabulary about time series as a step towards the statistical and algorithmic knowledge required to resolve the economics and business problems. It starts from the discussion of properties of time series data. Then, the discussion extends to various types of time series models and other related topics such as unit root and cointegration. Finally, this course also emphasises hands-on experience in applying the techniques to real-world economics and business problems with the use of programming language Python.