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.

Entry Requirements (not applicable to Visiting Students)
Pre-requisites		Co-requisites
Prohibited Combinations		Other requirements	Students should be enrolled on MSc Economics, MSc Economics (Econometrics), MSc Economics (Finance) or MSc Mathematical Economics and Econometrics. Any other students must email sgpe@ed.ac.uk in advance to request permission.

Course Delivery Information

Academic year 2024/25, Not available to visiting students (SS1)		Quota: None
Course Start	Block 3 (Sem 2)
Timetable	Timetable
Learning and Teaching activities (Further Info)	Total Hours: 100 ( Lecture Hours 15, Seminar/Tutorial Hours 12, Supervised Practical/Workshop/Studio Hours 12, 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 43 )
Assessment (Further Info)	Written Exam 100 %, Coursework 0 %, Practical Exam 0 %
Additional Information (Assessment)	2-hour exam in May diet (100%)
Feedback	Not entered
Exam Information
Exam Diet	Paper Name		Hours & Minutes
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.