Postgraduate Course: Econometrics 2 - Time Series (ECNM11089)
Course Outline
School | School of Economics |
College | College of Arts, Humanities and Social Sciences |
Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
SCQF Credits | 10 |
ECTS Credits | 5 |
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. |
Course description |
Econometrics 2 - Time Series is focused on time series econometrics and will cover:
Stationary time series models; models with trend; and multi-equation time series models.
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Entry Requirements (not applicable to Visiting Students)
Pre-requisites |
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Co-requisites | |
Prohibited Combinations | |
Other requirements | None |
Course Delivery Information
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Academic year 2020/21, Not available to visiting students (SS1)
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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 )
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Assessment (Further Info) |
Written Exam
100 %,
Coursework
0 %,
Practical Exam
0 %
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Additional Information (Assessment) |
2-hour exam in May diet (100%) |
Feedback |
Not entered |
Exam Information |
Exam Diet |
Paper Name |
Hours & Minutes |
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Main Exam Diet S2 (April/May) | | 2:00 | |
Learning Outcomes
On completion of this course, the student will be able to:
- Critically assess applied work as well as to undertake your own using appropriate econometric techniques.
- Acquire the background required for research at the PhD level or in employment as a professional applied economist.
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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.
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Additional Information
Graduate Attributes and Skills |
Not entered |
Keywords | Not entered |
Contacts
Course organiser | Ms Julia Darby
Tel:
Email: v1jdarby@Exseed.ed.ac.uk |
Course secretary | Miss Sophie Bryan
Tel: (0131 6)50 9905
Email: Sophie.Bryan@ed.ac.uk |
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