Master 2025/2026

Econometrics (Advanced Level)

Type: Compulsory course (Master of Finance)

Delivered by: HSE Banking Institute

When: 1 year, 3 module

Online hours: 20

Open to: students of one campus

Language: English

Contact hours: 18

Course Syllabus

Abstract

The course will be a core one for the Banking Institute Master program “Financial Analyst”. The course is intended for studying during the first and the second semester of the Master level education. The course is a prerequisite for some both core and specialized courses of the curriculum. Because of study of material of the course, a student should master and be able to prove the basic facts of strict development of classical econometrics. She/he should also know main ideas of univariate and multivariable time-series analysis including Box-Jenkins approach, ARIMA (p, d, q) models, non-stationary time-series, unit root tests, co-integration, VAR and VECM.