EC5221
Econometric Time Series Analysis
2019-2020
20
10
SCQF level 11
2
Academic year(s): 2019-2020
SCOTCAT credits : 20
ECTS credits : 10
Level : SCQF level 11
Semester: 2
Planned timetable:
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.
Pre-requisite(s): Before taking this module you must take EC5203
Weekly contact: 2 lectures, occasional tutorials.
As used by St Andrews: 3-hour Written Examination = 75%, Coursework = 25%
Re-assessment: 3-hour Written Examination = 100%
Module coordinator: Professor J R McCrorie
Module teaching staff: Prof Roderick McCrorie