Postgraduate Course: Econometrics 2 (ECNM11050)
Course Outline
| School | School of Economics |
College | College of Arts, Humanities and Social Sciences |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Available to all students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | Building on Econometrics 1- ECNM11043, this module provides a thorough training in univariate time series econometrics. Together, Econometrics 1 and 2 enable you 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. |
| Course description |
Not entered
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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. |
| High Demand Course? |
Yes |
Course Delivery Information
| Not being delivered |
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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Reading List
Analysis of Financial Time Series , 3rd Edition (Ruey Tsay's)
The textbooks from Econometrics 1 (Hayashi and Verbeek) can be used as supplements.
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Additional Information
| Graduate Attributes and Skills |
Not entered |
| Additional Class Delivery Information |
This module consists of approximately 16 hours of lectures which are supported by weekly lab/tutorials sessions (2 hours per week) and a help-desk.
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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| Keywords | Not entered |
Contacts
| Course organiser | Ms Julia Darby
Tel:
Email: |
Course secretary | Miss Sophie Bryan
Tel: (0131 6)50 9905
Email: |
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