Time Series Econometrics
| Code | School | Level | Credits | Semesters |
| ECON4007 | Economics | 4 | 15 | Spring UK |
- Code
- ECON4007
- School
- Economics
- Level
- 4
- Credits
- 15
- Semesters
- Spring UK
Summary
Fundamental properties of time series and various classes of stochastic processes. Issues in estimation and forecasting of time series models concepts of contemporary interest to time series econometricians are also covered.
Target Students
Available for PGT or PGR students on Economics degree programmes. Also available for students on the MSc Financial and Computational Mathematics degree.
Classes
This module is delivered through a series of lectures.
Assessment
- 100% Exam (2-hour): Exam
Assessed by end of spring semester
Educational Aims
There are three specific aims for this module:To provide students with a knowledge of the core techniques of econometric analysis which forms the basis for the understanding and critical assessment of published work in empirical econometrics.To develop the analytical skills required to demonstrate theoretical asymptotic properties of different econometric estimation and testing procedures under weakened modelling assumptions.To provide a proper understanding of the applicability and limitations of non-linear regression analysis.Learning Outcomes
A Knowledge and Understanding. Students should demonstrate:
A3 An understanding of advanced quantitative methods
A4 An advanced knowledge of specialisms in economics, including the current state of research in that field
C Professional and practical skills. Students should be able to:
C1 Understand principles of research design and strategy
C3 Apply appropriate quantitative methods (mathematical, statistical, graphical) to data and evidence
D Transferable (key) skills. Students should be able to:
D2 Use appropriate IT packages effectively.