Postgraduate Course: Advanced Time Series Econometrics (ECNM11049)
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 | 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. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Econometrics 1 (ECNM11043) AND
Econometrics 2 (ECNM11050)
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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. |
| 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. |
| Displayed in Visiting Students Prospectus? | No |
Course Delivery Information
| Not being delivered |
Summary of Intended Learning Outcomes
| See short description |
Assessment Information
| Final Exam in the April/May exam diet |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Enders, Applied Time Series Econometrics |
| 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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