Postgraduate Course: Econometrics 2 (ECNM11050)
|School||School of Economics
||College||College of Humanities and Social Science
|Credit level (Normal year taken)||SCQF Level 11 (Postgraduate)
||Availability||Available to all students
|Summary||Building on Econometrics 1- ECNM11043, this module provides a thorough training in univariate time series econometrics. Together, Econometrics 1 and 2 enable you to critically assess applied work as well as to undertake your own using appropriate econometric techniques. You will acquire the background required for research at the PhD level or in employment as a professional applied economist.
Entry Requirements (not applicable to Visiting Students)
|| Students MUST have passed:
Econometrics 1 (ECNM11043)
||Other requirements|| Students from School other than Economics must email firstname.lastname@example.org in advance to request permission to join this course.
Information for Visiting Students
|Pre-requisites||This is a closed course, students must e-mail email@example.com in advance to request permission to join it.
|High Demand Course?
Course Delivery Information
|Academic year 2018/19, Available to all students (SV1)
||Block 3 (Sem 2)
|Learning and Teaching activities (Further Info)
Lecture Hours 20,
Seminar/Tutorial Hours 9,
Supervised Practical/Workshop/Studio Hours 6,
Feedback/Feedforward Hours 9,
Formative Assessment Hours 2,
Summative Assessment Hours 2,
Revision Session Hours 3,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
|Assessment (Further Info)
|Additional Information (Assessment)
||100% Final exam
||Hours & Minutes
|Main Exam Diet S2 (April/May)||2:00|
| You will be able to critically assess applied work as well as to undertake your own using appropriate econometric techniques. You will acquire the background required for research at the PhD level or in employment as a professional applied economist.
|Analysis of Financial Time Series , 3rd Edition (Ruey Tsay's)|
The textbooks from Econometrics 1 (Hayashi and Verbeek) can be used as supplements.
|Graduate Attributes and Skills
|Additional Class Delivery Information
||This module consists of approximately 16 hours of lectures which are supported by weekly lab/tutorials sessions (2 hours per week) and a help-desk.
Econometrics 2 is focused on time series econometrics and will cover:
Stationary time series models; models with trend; and multi-equation time series models.
|Course organiser||Prof Mark Schaffer
|Course secretary||Miss Sophie Bryan
Tel: (0131 6)50 9905