Postgraduate Course: Econometrics 2 - Time Series (ECNM11089)
|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
|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.
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.
Entry Requirements (not applicable to Visiting Students)
||Other requirements|| None
Course Delivery Information
|Academic year 2022/23, Not available to visiting students (SS1)
||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)
||2-hour exam in May diet (100%)
||Hours & Minutes
|Main Exam Diet S2 (April/May)||2:00|
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.
|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
|Course organiser||Ms Julia Darby
|Course secretary||Ms Grace Oliver