FIN3006 - Applied Time Series Econometrics


This course is no longer taught and is only available for examination.

Examination arrangement

Examination arrangement: School exam
Grade: Letter grades

Evaluation Weighting Duration Grade deviation Examination aids
School exam 100/100 5 hours C

Course content

The course deals with how empirical analyzes are performed using time series data, which models and methods are relevant to various issues, and how empirical models can be used to give predictions. Empirical work with applications in financial economics and macroeconomics will be discussed. Assessments of what are good empirical approaches for different types of time series analyzes are emphasized.

Learning outcome


You learn

  • how researchers design empirical studies using time series data in financial economics and applied macroeconomics, including the formulation of econometric models and the use of different methods.
  • how to evaluate models and choose between different models
  • how empirical models can be used to give predictions and how the prediction properties can be evaluated


You should

  • be able to understand the challenges of conducting empirical analyzes using time series data
  • be familiar with different models and methods that are relevant for different types of time series analyzes
  • be familiar with how different models can be used to give predictions
  • be able to apply models and methods in own analyzes using time series data

General competence

You should be able to

  • read and understand reports and research articles that make use of models and methods discussed in the course
  • reveal problems and shortcomings in academically weak analyzes within topics dealt with in the course
  • use the course content as a basis for their own independent academic work, such as the master's thesis

Learning methods and activities

4 hours of organized learning activities each week.

Compulsory activity: Approved term paper(s) / exercise(s) / student presentations. Specific requirements will be announced at the beginning of the term, and an independent econometric work will be included. Compulsory activity must not be re-completed when repeating the exam.

Compulsory assignments

  • Obligatory course work

Required previous knowledge


Course materials

Announced at the beginning of the term. Mandatory software will be given in the curriculum

Credit reductions

Course code Reduction From To
FIN3003 7.5 AUTUMN 2010
FIN3004 7.5 AUTUMN 2010
FIN8606 10.0 AUTUMN 2018
FIN3008 7.5 AUTUMN 2023
More on the course



Version: 1
Credits:  15.0 SP
Study level: Second degree level


Language of instruction: Norwegian

Location: Trondheim

Subject area(s)
  • Financial Economics
  • Economics
  • Social Sciences
Contact information
Course coordinator:

Department with academic responsibility
Department of Economics


Examination arrangement: School exam

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD School exam 100/100 C 2023-12-22 09:00 INSPERA
Room Building Number of candidates
SL310 turkis sone Sluppenvegen 14 3
SL274 Sluppenvegen 14 2
Spring ORD School exam 100/100 C 2024-05-25 09:00 INSPERA
Room Building Number of candidates
SL110 hvit sone Sluppenvegen 14 3
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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