? Credit Points : 10  ? SCQF Level : 11  ? Acronym : MSE-P-QME2

An introduction to time series methods including ARIMA and ARCH modelling and unit root processes, cointegration, error correction mechanisms and the VAR. An introduction to empirical applications and datasets.

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Home subject area

Economics, (Management School and Economics, Schedule H)

? Normal year taken : Postgraduate

? Delivery Period : Block 3 only

? Contact Teaching Time : 4 hour(s) per week for 5 weeks

All of the following classes

Type Day Start End Area Lecture Thursday 10:00 12:00 Central Lecture Thursday 14:00 15:50 Central

Knowledge and understanding of:-ARIMA and ARCH modelling, unit root processes, cointegration, error correction mechanisms and the VAR and VECM representations. Knowledge and understanding of how to undertake an empirical project starting from data collection and working through to estimation and testing to establish or reject hypotheses of economic interest.

QM2 project 75%, exam 25%

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 1 hour(s) 30 minutes

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Ms Kay Cruickshank
Tel : (0131 6)51 1764
Email : Kay.Cruickshank@ed.ac.uk

Course Organiser

Prof Andy Snell
Tel : (0131 6)50 3848
Email : a.j.snell@ed.ac.uk

School Website : http://www.man.ed.ac.uk/

College Website : http://www.hss.ed.ac.uk/