{"id":510,"date":"2018-06-21T16:53:44","date_gmt":"2018-06-21T18:53:44","guid":{"rendered":"http:\/\/web.vu.lt\/mif\/a.buteikis\/?p=510"},"modified":"2020-06-22T19:32:08","modified_gmt":"2020-06-22T21:32:08","slug":"510","status":"publish","type":"post","link":"http:\/\/web.vu.lt\/mif\/a.buteikis\/2018\/06\/21\/510\/","title":{"rendered":"[PE II] 2020 Spring Semester"},"content":{"rendered":"<hr \/>\n<h2><\/h2>\n<h2><strong><span style=\"color: #ff0000;\">RESULTS:<\/span> [<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/03\/PE_2_RESULTS_2020.pdf\">Link<\/a>]<\/strong><\/h2>\n<h2><\/h2>\n<hr \/>\n<h2>Announcements<\/h2>\n<p>&nbsp;<\/p>\n<ul>\n<li><span style=\"color: #000000;\"><strong>The results and final grades added. The results will also appear in the system either on the 23rd, or the 24th.<\/strong> <\/span><\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<hr \/>\n<p><span style=\"color: #339966;\"><strong>Important: from 2020 the course is taught in English.<\/strong><\/span><\/p>\n<h2>Grading Information<\/h2>\n\n<table id=\"tablepress-9\" class=\"tablepress tablepress-id-9\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><th class=\"column-2\">Worth (Points)<\/th><th class=\"column-3\">Info<\/th>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\">Midterm I<\/td><td class=\"column-2\">30<\/td><td class=\"column-3\"><font color=\"red\"><b>2020-03-10<\/b><\/font><\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\">Midterm II<\/td><td class=\"column-2\">30<\/td><td class=\"column-3\"><font color=\"red\"><b>2020-04-28<\/b><\/font><\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">Exam<\/td><td class=\"column-2\">40<\/td><td class=\"column-3\"><font color=\"red\"><b>2020-06-12<\/b><\/font> <a href=\"https:\/\/tvarkarasciai.vu.lt\/mif\/groups\/ekonometrija-2k-1gr-2019\/exams\/\" rel=\"noopener noreferrer\" target=\"_blank\">(exam schedule)<\/a><\/td>\n<\/tr>\n<tr class=\"row-5\">\n\t<td class=\"column-1\">EXTRA (additional)<\/td><td class=\"column-2\">5<\/td><td class=\"column-3\">Final solution submission:<br \/>\n- <font color=\"red\"><b>2020-05-30<\/b><\/font><\/td>\n<\/tr>\n<tr class=\"row-6\">\n\t<td class=\"column-1\"><strong>Total<\/strong><\/td><td class=\"column-2\"><strong>100 + 5 (from EXTRA)<\/strong><\/td><td class=\"column-3\">Minimum of 45 for passing grade, from which at least 5 are from the exam.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-9 from cache -->\n<hr \/>\n<h2>Course Information<\/h2>\n\n<table id=\"tablepress-6\" class=\"tablepress tablepress-id-6\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><th class=\"column-2\">Title<\/th><th class=\"column-3\">Link<\/th>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\">1<\/td><td class=\"column-2\">Course Introduction<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/02\/PE_2---Introduction.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">File<\/a><\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">Setup R, Python and JupyterLab on MIF Linux computers<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/09\/MIF_PC_setup.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">2<\/td><td class=\"column-2\">Template files on how to separately write down various formulas, as well as format text\/comments alongside your code blocks\/chunks and its output. <br \/>\n<br \/>\nThe code is provided only as a simple example to see how it visually looks like alongside some random comments.<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/Python_JupyterLab_Template.ipynb\" target=\"_blank\" download=\"\" rel=\"noopener noreferrer\">Python: JupyterLab<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/Python_JupyterLab_Template.html\" target=\"_blank\" rel=\"noopener noreferrer\">(HTML output)<\/a><br \/>\n<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/R_JupyterLab_Template.ipynb\" target=\"_blank\" download=\"\" rel=\"noopener noreferrer\">R: JupyterLab<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/R_JupyterLab_Template.html\" target=\"_blank\" rel=\"noopener noreferrer\">(HTML output)<\/a><br \/>\n<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/R_Notebook_Template.Rmd\" target=\"_blank\" download=\"\" rel=\"noopener noreferrer\">R:  RStudio<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/software_templates\/R_Notebook_Template.html\" target=\"_blank\" rel=\"noopener noreferrer\">(HTML output)<\/a><\/td>\n<\/tr>\n<tr class=\"row-5\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-6\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-6 from cache -->\n<p>&nbsp;<\/p>\n<hr \/>\n<h2>Lecture Files<\/h2>\n<p>&nbsp;<\/p>\n\n<table id=\"tablepress-8\" class=\"tablepress tablepress-id-8\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><b>Practical Econometrics Lecture Notes: PE II (Spring semester) only.<br \/>\nContains the exercises and examples, will eventually contain the notes from the slides. <\/b><\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/PE_II_Book\/index.html\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">Practical Econometrics Lecture Notes: PE I (Fall semester) only. <br \/>\nWill be eventually combined with PE II.<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/PE_Book\/index.html\" target=\"_blank\" rel=\"noopener noreferrer\">Link<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-8 from cache -->\n<p>&nbsp;<\/p>\n\n<table id=\"tablepress-18\" class=\"tablepress tablepress-id-18\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><th class=\"column-2\">Title<\/th><th class=\"column-3\">Link<\/th>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">Statistical data and their models<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/02\/Lecture_00.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\">1<\/td><td class=\"column-2\">Stationary time series<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/02\/Lecture_01.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/02\/Lecture_01_cont.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Review+<\/a><\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">2<\/td><td class=\"column-2\">Time series with trend and seasonality components<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/02\/Lecture_02.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/02\/Lecture_02_cont.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Additional<\/a><\/td>\n<\/tr>\n<tr class=\"row-5\">\n\t<td class=\"column-1\">3<\/td><td class=\"column-2\">Time series with unit root<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/03\/Lecture_03.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/Lecture_04_20190326.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Part II<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/Lecture_04_R_Issues.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Additional<\/a><\/td>\n<\/tr>\n<tr class=\"row-6\">\n\t<td class=\"column-1\">4<\/td><td class=\"column-2\">Regressions with time lags<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/03\/Lecture_04.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-7\">\n\t<td class=\"column-1\">5<\/td><td class=\"column-2\">Regressions with time series variables<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/04\/Lecture_05.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/04\/Tasks_05.html\" rel=\"noopener noreferrer\" target=\"_blank\">TASKS<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/04\/Example_05.html\" rel=\"noopener noreferrer\" target=\"_blank\">Example<\/a><\/td>\n<\/tr>\n<tr class=\"row-8\">\n\t<td class=\"column-1\">6<\/td><td class=\"column-2\">Multivariate models: Granger causality, VAR and VECM models<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/Lecture_06.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/Lecture_06_Summary.html\" rel=\"noopener noreferrer\" target=\"_blank\">Summary<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/Lecture_06_UnitRoot.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Unit Root &amp; Cointegration<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/Tasks_06.html\" rel=\"noopener noreferrer\" target=\"_blank\">TASKS<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/TasksR_06.html\" rel=\"noopener noreferrer\" target=\"_blank\">Example (R)<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/TasksP_06.html\" rel=\"noopener noreferrer\" target=\"_blank\">Example (Python, incomplete)<\/a><\/td>\n<\/tr>\n<tr class=\"row-9\">\n\t<td class=\"column-1\">7<\/td><td class=\"column-2\">Endogeneity problem<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/Lecture_08.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">[SKIPPED]<\/a><\/td>\n<\/tr>\n<tr class=\"row-10\">\n\t<td class=\"column-1\">8<\/td><td class=\"column-2\">Simultaneous equations<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/Lecture_09.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">[SKIPPED]<\/a><\/td>\n<\/tr>\n<tr class=\"row-11\">\n\t<td class=\"column-1\">9<\/td><td class=\"column-2\">Panel data models<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/Lecture_09.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/Tasks_09.html\" rel=\"noopener noreferrer\" target=\"_blank\">TASKS<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/05\/TasksR_09.html\" rel=\"noopener noreferrer\" target=\"_blank\">Example (R)<\/a><\/td>\n<\/tr>\n<tr class=\"row-12\">\n\t<td class=\"column-1\">10<\/td><td class=\"column-2\">Additional Topics in Econometrics and Machine Learning modelling<\/td><td class=\"column-3\">TBA<\/td>\n<\/tr>\n<tr class=\"row-13\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-14\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-15\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-16\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-17\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td>\n<\/tr>\n<tr class=\"row-18\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">Autoregressive Conditional Heteroskedasticity Models<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/02\/Lecture_EXTRA.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2018\/02\/TasksR_02.html#financial_volatility\" rel=\"noopener noreferrer\" target=\"_blank\"> R_code<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/02_GARCH.html\" rel=\"noopener noreferrer\" target=\"_blank\">P_code<\/a><\/td>\n<\/tr>\n<tr class=\"row-19\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">EXTRA TASK<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2020\/03\/EXTRA_2020.html\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-18 from cache -->\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<hr \/>\n<h2>Some Useful Links<\/h2>\n\n<table id=\"tablepress-10\" class=\"tablepress tablepress-id-10\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><th class=\"column-2\">Title<\/th><th class=\"column-3\">Language<\/th><th class=\"column-4\">Link<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr class=\"row-2\">\n\t<td class=\"column-1\">1<\/td><td class=\"column-2\">Introduction to Time Series and Forecasting<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"https:\/\/link.springer.com\/book\/10.1007\/978-3-319-29854-2\" rel=\"noopener noreferrer\" target=\"_blank\">Homepage<\/a><\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\">2<\/td><td class=\"column-2\">Time Series Analysis and Its Applications: With R Examples<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"https:\/\/www.stat.pitt.edu\/stoffer\/tsa4\/tsa4.htm\" rel=\"noopener noreferrer\" target=\"_blank\">Homepage<\/a> <a href=\"https:\/\/www.stat.pitt.edu\/stoffer\/tsa4\/tsa4.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">(DL)<\/a><\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">3<\/td><td class=\"column-2\">Forecasting: Principles and Practice<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"https:\/\/otexts.com\/fpp2\/\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-5\">\n\t<td class=\"column-1\">4<\/td><td class=\"column-2\"><b>PREVIOUS MATERIAL:<\/b> R.Lapinskas, Practical Econometrics II. Time Series Analysis (Lecture Notes)<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"http:\/\/www.statistika.mif.vu.lt\/wp-content\/uploads\/2014\/05\/PE.II-Lecture-Notes-2014.03.21_t.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-6\">\n\t<td class=\"column-1\">5<\/td><td class=\"column-2\"><b>PREVIOUS MATERIAL:<\/b> Lapinskas, Practical: Econometrics II. Time Series Analysis (Computer Labs)<\/td><td class=\"column-3\">English<\/td><td class=\"column-4\"><a href=\"http:\/\/www.statistika.mif.vu.lt\/wp-content\/uploads\/2014\/05\/PE.II-CompLabs-2014.04.01_t.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<tr class=\"row-7\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td><td class=\"column-4\"><\/td>\n<\/tr>\n<tr class=\"row-8\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">R. Leipus. Laiko eilut\u0117s<\/td><td class=\"column-3\">Lithuanian<\/td><td class=\"column-4\"><a href=\"https:\/\/klevas.mif.vu.lt\/~remis\/fin_laik_eil_4.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">Link<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-10 from cache -->\n<p>&nbsp;<\/p>\n<hr \/>\n<hr \/>\n<hr \/>\n<hr \/>\n<h3>Lectures From The Previous (2019) Year<\/h3>\n<p><span style=\"color: #ff0000;\">Slides from ~topic 5 are expected to change the most in the 2020 updated course. <\/span><\/p>\n<p><span style=\"color: #ff0000;\">Example code will also be updated and moved to the lecture notes to clearly distinguish optional information, as well as easier R and Python comparison in the 2020 updated course.<\/span><\/p>\n<p>Again, when preparing for the course &#8211; use the updated slides in the &#8220;<strong>Lecture Files<\/strong>&#8221; section and only evaluate the table below for a rough estimate of the lessons to come.<\/p>\n<p>&nbsp;<\/p>\n\n<table id=\"tablepress-7\" class=\"tablepress tablepress-id-7\">\n<thead>\n<tr class=\"row-1\">\n\t<td class=\"column-1\"><\/td><th class=\"column-2\">Title<\/th><th class=\"column-3\">Lecture<\/th><th class=\"column-4\">Example<\/th><th class=\"column-5\">Task<\/th>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\">1<\/td><td class=\"column-2\"> Statistical data and their models<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/02\/Lecture_01.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF<\/a><\/td><td class=\"column-4\">-<\/td><td class=\"column-5\">-<\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\">2<\/td><td class=\"column-2\">Stationary time series<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/02\/Lecture_02_20190212.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF_1<\/a>;<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/02\/Lecture_02_20190219.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF_2<\/a><\/td><td class=\"column-4\">.Rmd &#160;&#160;|| R_out<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/02\/02_StationaryTS_Python.ipynb\" target=\"_blank\" download=\"02_StationaryTS_Python.ipynb\" rel=\"noopener noreferrer\">.ipynb<\/a> || <a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/02\/02_StationaryTS_Python.html\" rel=\"noopener noreferrer\" target=\"_blank\">P_out<\/a><\/td><td class=\"column-5\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/02\/02_Tasks_updated.html\" rel=\"noopener noreferrer\" target=\"_blank\">HTML<\/a><\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">3<\/td><td class=\"column-2\">Time series with trend and seasonality components<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/02\/Lecture_03.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF_1<\/a>;<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/Lecture_03_20190305.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF_2<\/a><\/td><td class=\"column-4\">.Rmd &#160;&#160;|| R_out<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/03_TrendSeasonTS_Python_updated.ipynb\" target=\"_blank\" download=\"03_TrendSeasonTS_Python.ipynb\" rel=\"noopener noreferrer\">.ipynb<\/a> || <a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/03_TrendSeasonTS_Python_updated.html\" rel=\"noopener noreferrer\" target=\"_blank\">P_out<\/a><\/td><td class=\"column-5\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/02\/03_Tasks.html\" rel=\"noopener noreferrer\" target=\"_blank\">HTML<\/a><\/td>\n<\/tr>\n<tr class=\"row-5\">\n\t<td class=\"column-1\">4<\/td><td class=\"column-2\">Time series with unit root<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/Lecture_04.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF_1<\/a>;<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/Lecture_04_20190326.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF_2<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/Lecture_04_R_Issues.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF_3<\/a><\/td><td class=\"column-4\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/04_TS_Unit_Root_R.ipynb\" target=\"_blank\" download=\"04_TS_Unit_Root_R_updated.ipynb\" rel=\"noopener noreferrer\">.ipynb<\/a> || <a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/04_TS_Unit_Root_R_updated.html\" rel=\"noopener noreferrer\" target=\"_blank\">R_out<\/a><br \/>\n.ipynb || P_out<\/td><td class=\"column-5\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/04_Tasks.html\" rel=\"noopener noreferrer\" target=\"_blank\">HTML<\/a><\/td>\n<\/tr>\n<tr class=\"row-6\">\n\t<td class=\"column-1\">5<\/td><td class=\"column-2\">Regressions with time lags<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/Lecture_05.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF<\/a><\/td><td class=\"column-4\">\u21d3\u21d3\u21d3<\/td><td class=\"column-5\">\u21d3\u21d3\u21d3<\/td>\n<\/tr>\n<tr class=\"row-7\">\n\t<td class=\"column-1\">6<\/td><td class=\"column-2\">Regressions with time series variables<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/04\/Lecture_06_20190423.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF<\/a><\/td><td class=\"column-4\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/04\/06_TS_Regression_R-Updated.ipynb\" target=\"_blank\" download=\"06_TS_Regression_R.ipynb\" rel=\"noopener noreferrer\">.ipynb<\/a> || <a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/04\/06_TS_Regression_R-Updated.html\" rel=\"noopener noreferrer\" target=\"_blank\">R_out<\/a><br \/>\n.ipynb || P_out<br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/04\/06_TS_Regression_R_SimulationExample.ipynb\" target=\"_blank\" download=\"06_TS_Regression_R_SimulationExample.ipynb\" rel=\"noopener noreferrer\">sim.ipynb<\/a> || <a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/04\/06_TS_Regression_R_SimulationExample.html\" rel=\"noopener noreferrer\" target=\"_blank\">R_sim_out<\/a><\/td><td class=\"column-5\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/04\/06_Tasks.html\" rel=\"noopener noreferrer\" target=\"_blank\">HTML<\/a><\/td>\n<\/tr>\n<tr class=\"row-8\">\n\t<td class=\"column-1\">7<\/td><td class=\"column-2\">Multivariate models: Granger causality, VAR and VECM models<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/Lecture_07_Updated.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF<\/a><\/td><td class=\"column-4\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/TasksR_07.html\" rel=\"noopener noreferrer\" target=\"_blank\">R_out<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/TasksR_07_extra.html\" rel=\"noopener noreferrer\" target=\"_blank\">R_summary<\/a><\/td><td class=\"column-5\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/07_Tasks.html\" rel=\"noopener noreferrer\" target=\"_blank\">HTML<\/a><\/td>\n<\/tr>\n<tr class=\"row-9\">\n\t<td class=\"column-1\">8<\/td><td class=\"column-2\">Endogeneity problem<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/Lecture_08.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF<\/a><\/td><td class=\"column-4\">-<\/td><td class=\"column-5\">-<\/td>\n<\/tr>\n<tr class=\"row-10\">\n\t<td class=\"column-1\">9<\/td><td class=\"column-2\">Simultaneous equations<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/Lecture_09.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF<\/a><\/td><td class=\"column-4\">-<\/td><td class=\"column-5\">-<\/td>\n<\/tr>\n<tr class=\"row-11\">\n\t<td class=\"column-1\">10<\/td><td class=\"column-2\">Panel data models<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/Lecture_10.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF<\/a><\/td><td class=\"column-4\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/TasksR_10.html\" rel=\"noopener noreferrer\" target=\"_blank\">R_out<\/a><\/td><td class=\"column-5\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/10_Tasks.html\" rel=\"noopener noreferrer\" target=\"_blank\">HTML<\/a><\/td>\n<\/tr>\n<tr class=\"row-12\">\n\t<td class=\"column-1\">11<\/td><td class=\"column-2\">Additional Topics in Econometrics and Machine Learning modelling<\/td><td class=\"column-3\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/05\/Lecture_11.pdf\" rel=\"noopener noreferrer\" target=\"_blank\">PDF<\/a><\/td><td class=\"column-4\">-<\/td><td class=\"column-5\">-<\/td>\n<\/tr>\n<tr class=\"row-13\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\"><\/td><td class=\"column-3\"><\/td><td class=\"column-4\"><\/td><td class=\"column-5\"><\/td>\n<\/tr>\n<tr class=\"row-14\">\n\t<td class=\"column-1\"><\/td><td class=\"column-2\">EXTRA TASK<\/td><td class=\"column-3\">-<\/td><td class=\"column-4\">.Rmd &#160;&#160;|| <a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2018\/02\/TasksR_02.html#financial_volatility\" rel=\"noopener noreferrer\" target=\"_blank\"> R_out<\/a><br \/>\n<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/02_GARCH.ipynb\" target=\"_blank\" download=\"02_GARCH.ipynb\" rel=\"noopener noreferrer\">.ipynb<\/a> || <a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/02_GARCH.html\" rel=\"noopener noreferrer\" target=\"_blank\">P_out<\/a><\/td><td class=\"column-5\"><a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2019\/03\/EXTRA_2019.html\" rel=\"noopener noreferrer\" target=\"_blank\">HTML<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<!-- #tablepress-7 from cache -->\n","protected":false},"excerpt":{"rendered":"<p>RESULTS: [Link] Announcements &nbsp; The results and final grades added. The results will also appear in the system either on the 23rd, or the 24th. &nbsp; Important: from 2020 the course is taught in English. Grading Information Course Information &nbsp; Lecture Files &nbsp; &nbsp; &nbsp; &nbsp; Some Useful Links &nbsp; Lectures From The Previous (2019) [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[14],"tags":[],"class_list":["post-510","post","type-post","status-publish","format-standard","hentry","category-practical-econometrics-ii-ii"],"_links":{"self":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/510","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/comments?post=510"}],"version-history":[{"count":123,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/510\/revisions"}],"predecessor-version":[{"id":1440,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/510\/revisions\/1440"}],"wp:attachment":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/media?parent=510"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/categories?post=510"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/tags?post=510"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}