Course ADVANCED ECONOMETRICS
Programme MSc in Finance
Site HEC Lausanne
Semester Fall 2014
Module Leader Diane Pierret
Teaching Assistant Daria Kalyaeva
Assessment Type: Empirical Assignment
Assessment Title: A Dynamic Model for Switzerland GDP
Written by: Group Y (Ariane Kesrewani & Alan Lucero)
Additional attachments: Zip Folder containing Matlab code, data and figures.
Submission Date: December 15 at 00.05
1. Descriptive Statistics
a. Time series plots of GDP level and GDP growth
i. Definition of weak stationarity. GDP level and growth stationarity.
A stochastic process…
Hi Mr. Gural,
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