THE UNIVERSITY of EDINBURGH

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2018/2019

University Homepage
DRPS Homepage
DRPS Search
DRPS Contact
DRPS : Course Catalogue : School of Economics : Economics

Postgraduate Course: Econometrics 2 (ECNM11050)

Course Outline
SchoolSchool of Economics CollegeCollege of Humanities and Social Science
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityAvailable to all students
SCQF Credits10 ECTS Credits5
SummaryBuilding 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.
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: Econometrics 1 (ECNM11043)
Co-requisites
Prohibited Combinations Other requirements Students from School other than Economics must email sgpe@ed.ac.uk in advance to request permission to join this course.
Information for Visiting Students
Pre-requisitesThis is a closed course, students must e-mail sgpe@ed.ac.uk in advance to request permission to join it.
High Demand Course? Yes
Course Delivery Information
Academic year 2018/19, Available to all students (SV1) Quota:  None
Course Start Block 3 (Sem 2)
Timetable Timetable
Learning and Teaching activities (Further Info) Total Hours: 100 ( 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 47 )
Assessment (Further Info) Written Exam 100 %, Coursework 0 %, Practical Exam 0 %
Additional Information (Assessment) 100% Final exam
Feedback Not entered
Exam Information
Exam Diet Paper Name Hours & Minutes
Main Exam Diet S2 (April/May)2:00
Learning Outcomes
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.
Reading List
Analysis of Financial Time Series , 3rd Edition (Ruey Tsay's)
The textbooks from Econometrics 1 (Hayashi and Verbeek) can be used as supplements.
Additional Information
Graduate Attributes and Skills Not entered
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.
KeywordsNot entered
Contacts
Course organiserProf Mark Schaffer
Tel:
Email: v1mschaf@exseed.ed.ac.uk
Course secretaryMiss Sophie Bryan
Tel: (0131 6)50 9905
Email: Sophie.Bryan@ed.ac.uk
Navigation
Help & Information
Home
Introduction
Glossary
Search DPTs and Courses
Regulations
Regulations
Degree Programmes
Introduction
Browse DPTs
Courses
Introduction
Humanities and Social Science
Science and Engineering
Medicine and Veterinary Medicine
Other Information
Combined Course Timetable
Prospectuses
Important Information