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30 NQF credits at HEQSF level 9
Course entry requirements: ECO4016F Econometrics, STA5085F Introduction to Statistics or equivalent or at the discretion of the Head of Department. Students not registered for an Economics Masters programme will need permission from the graduate convenor.
Course outline:
The course provides an accessible introduction to the application of time series methods in econometrics. Topics covered will include stochastic difference equations, stationary models,  models, heteroskedasticity models, non-stationary models, multi-equation vector autoregressions, cointegration and error-correction models, and nonlinear models. The course will also recent developments in time series analysis and areas of on-going research.
Lecture times: Tuesday, Thursday: 16h00-17h45
DP requirements: None
Assessment: Coursework 50%; examination 50%.

Last updated : 18 Apr 2018





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