Postgraduate Course: Advanced Time Series Econometrics (ECNM11049)
Course Outline
| School | School of Economics |
College | College of Humanities and Social Science |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Available to all students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | This module explores further topics in time series econometrics. Students will be introduced to various tools that are part of the basic econometric training of professional economists. The course is intended for students who want to be professional economists or who want to go on to PhD study, i.e., at aspiring economists rather than aspiring econometricians. Material covered will include modelling volatility and cointegration and error-correction models. |
| Course description |
Not entered
|
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Econometrics 1 (ECNM11043) AND
Econometrics 2 (ECNM11050)
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | Students should have taken and passed a course similar in content to Econometrics 1 ECNM11043 and Econometrics 2 ECNM11050 AND they must email sgpe@ed.ac.uk in advance to request permission. |
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. |
Course Delivery Information
|
| Academic year 2015/16, Available to all students (SV1)
|
Quota: 7 |
| Course Start |
Block 4 (Sem 2) |
| Course Start Date |
22/02/2016 |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 18,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
78 )
|
| Assessment (Further Info) |
Written Exam
100 %,
Coursework
0 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
Final Exam in the April/May exam diet |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | | 2:00 | |
Learning Outcomes
| See short description
|
Reading List
| Enders, Applied Time Series Econometrics |
Additional Information
| Graduate Attributes and Skills |
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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|
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