Postgraduate Course: Quantitative Methods 2 (ECNM11027)
Course Outline
| School |
School of Economics |
College |
College of Humanities and Social Science |
| Course type |
Standard |
Availability |
Available to all students |
| Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
10 |
| Home subject area |
Economics |
Other subject area |
None |
| Course website |
http://www.sgpe.ac.uk |
|
|
| Course description |
(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. |
Entry Requirements
| Pre-requisites |
Students MUST have passed:
Quantitative Methods 1 (ECNM11026)
|
Co-requisites |
|
| Prohibited Combinations |
|
Other requirements |
Must be registered for MSc Economics (C0180) & MSc Economics (Finance)(C0182) or by special permission of the Programme Director
|
| Additional Costs |
None |
Course Delivery Information
|
| Delivery period: 2010/11 Block 3 (Sem 2), Available to all students (SV1)
|
WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| Central | Lecture | | 1-6 | | | | 14:00 - 15:50 | | | Central | Lecture | | 1-6 | | | | 10:00 - 12:00 | |
| First Class |
First class information not currently available |
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. |
Assessment Information
| An empirical project forms 75 per cent of the assessment and is conducted as group work. A final examination in the April/May diet will be worth 25 per cent of the final grade. |
| Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
| Not entered |
Contacts
| Course organiser |
Prof Andy Snell
Tel: (0131 6)50 3848
Email: a.j.snell@ed.ac.uk |
Course secretary |
Ms Marie Craft
Tel: (0131 6)51 1764
Email: marie.craft@ed.ac.uk |
|
copyright 2010 The University of Edinburgh -
1 September 2010 5:49 am
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