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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2023/2024

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DRPS : Course Catalogue : School of Economics : Economics

Postgraduate Course: Econometrics 2 - Time Series (ECNM11089)

Course Outline
SchoolSchool of Economics CollegeCollege of Arts, Humanities and Social Sciences
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting 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 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 2023/24, 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 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) 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:
  1. Critically assess applied work as well as to undertake your own using appropriate econometric techniques.
  2. 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
KeywordsNot entered
Contacts
Course organiserMs Julia Darby
Tel:
Email: v1jdarby@Exseed.ed.ac.uk
Course secretaryMs Grace Oliver
Tel:
Email: grace.oliver@ed.ac.uk
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