THE UNIVERSITY of EDINBURGH
DEGREE REGULATIONS & PROGRAMMES OF STUDY 2009/2010
Quantitative Methods 2 (P01219)
(With Quanitiative Methods 1) to provide a thorough training in econometric methods, to enable students to make critical assessments of applied work and to use econometric techniques in PhD work or in employment as economists.
? Normal year taken : Postgraduate
? Contact Teaching Time : 4 hour(s) per week for 5 weeks
All of the following classes
Summary of Intended Learning Outcomes
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%
Contact and Further Information
The Course Secretary should be the first point of contact for all enquiries.
Ms Marie Craft
Prof Andy Snell
Course Website : http://www.sgpe.ac.uk
School Website : http://www.ed.ac.uk/econ/
College Website : http://www.hss.ed.ac.uk/