University of St Andrews

Key information

SCOTCAT credits : 20

ECTS credits : 10

Level : SCQF level 11

Semester: 2

Planned timetable: To be arranged.

This module will provide a thorough advanced treatment of the core theory and practice of time series econometrics. It examines the models and statistical techniques used to study time series data in economics. The first objective is to lay out the econometric theory of time series analysis and the second is to equip students who will use time series data or methods in their future Ph.D. research with some of the tools they will need. Students are expected to have intermediate- level knowledge of matrix algebra, calculus and statistics.

Relationship to other modules

Pre-requisite(s): Before taking this module you must take EC5203

Learning and teaching methods and delivery

Weekly contact: 2 lectures, occasional tutorials.

Assessment pattern

As used by St Andrews: 3-hour Written Examination = 75%, Coursework = 25%


Re-assessment: 3-hour Written Examination = 100%

Personnel