Postgraduate Course: Econometrics 2 (ECNM11050)
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 | (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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| Course description |
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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Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Econometrics 1 (ECNM11043)
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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. |
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. |
Course Delivery Information
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| Academic year 2015/16, Available to all students (SV1)
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Quota: 75 |
| Course Start |
Block 3 (Sem 2) |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 20,
Seminar/Tutorial Hours 9,
Supervised Practical/Workshop/Studio Hours 6,
Feedback/Feedforward Hours 9,
Formative Assessment Hours 2,
Summative Assessment Hours 2,
Revision Session Hours 3,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
47 )
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| Assessment (Further Info) |
Written Exam
100 %,
Coursework
0 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
25% Class test (February)
75% Final exam (May)
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| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
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| Main Exam Diet S2 (April/May) | | 2:00 | |
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.
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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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