Postgraduate Course: Quantitative Methods 2 (ECNM11027)
Course Outline
| School | School of Economics |
College | College of Humanities and Social Science |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 10 |
| Home subject area | Economics |
Other subject area | None |
| Course website |
http://www.sgpe.ac.uk |
Taught in Gaelic? | No |
| Course description | (With Quanitiative Methods 1) to provide a thorough training in econometric methods, to enable students to make critical assessments of applied work and to use econometric techniques in PhD work or in employment as economists. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Quantitative Methods 1 (ECNM11026)
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | Students should be registered for MSc Economics or MSc Economics (Finance). All other students must email sgpe@ed.ac.uk in advance to request permission.
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| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | Students should be registered for MSc Economics or MSc Economics (Finance). All other students must email sgpe@ed.ac.uk in advance to request permission.
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| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
| Not being delivered |
Summary of Intended Learning Outcomes
| Knowledge and understanding of:-ARIMA and ARCH modelling, unit root processes, cointegration, error correction mechanisms and the VAR and VECM representations. Knowledge and understanding of how to undertake an empirical project starting from data collection and working through to estimation and testing to establish or reject hypotheses of economic interest. |
Assessment Information
| An empirical project forms 75 per cent of the assessment and is conducted as group work. A Class examination in February (Semester 2 Week 5) will be worth 25 per cent of the final grade. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | Not entered |
Contacts
| Course organiser | Prof Jonathan Thomas
Tel: (0131 6)50 4515
Email: |
Course secretary | Ms Marie Craft
Tel: (0131 6)51 1764
Email: |
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