Postgraduate Course: Econometrics 2 (ECNM11050)
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 |
None |
Taught in Gaelic? | No |
| Course description | (With Econometrics 1 - ECNM11043) to provide a thorough training in econometric methods, Econometrics 2 is focused on time series econometrics and will cover:
stationary time series models; models with trend; and multi-equation time series models.
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Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Econometrics 1 (ECNM11043)
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | Students from School other than Economics must email sgpe@ed.ac.uk in advance to request permission to join this course. |
| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | This is a closed course, students must e-mail sgpe@ed.ac.uk in advance to request permission to join it. |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
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| Delivery period: 2013/14 Block 3 (Sem 2), Available to all students (SV1)
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Learn enabled: Yes |
Quota: 80 |
|
Web Timetable |
Web Timetable |
| Course Start Date |
13/01/2014 |
| Breakdown of Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Directed Learning and Independent Learning Hours
100 )
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| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Please contact the School directly for a breakdown of Assessment Methods
|
| No Exam Information |
Summary of Intended Learning Outcomes
| You will be able 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. |
Assessment Information
25% Class test (February)
75% Final exam (May)
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Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Enders, Applied Time Series Econometrics, 3rd ed., John Wiley & Sons
Textbooks from Econometrics 1 - ECNM11043 (Hayashi and Verbeek) can be used as supplements.
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| 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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