Department of Economics & International Development, Unit Catalogue 2006/07

EC20019 Introduction to econometrics: time series

Credits: 6

Level: Intermediate

Semester: 2

Assessment: EX50CW50

Requisites:

Before taking this unit you must take EC20018

Aims: The aim of the Unit is to provide an introduction to time-series econometric methods for students who have done a basic course in econometrics (Introduction to Econometrics: cross section).
Learning Outcomes:
The learning outcomes are that, at the end of the course, students should be able to:
* Interpret regression results using time-series data
* Appraise the adequacy of regression results and formulate appropriate diagnostic procedures in models which use time-series data.
Skills:
Problem-solving, research skills.
Content:
Topics covered include: static and dynamic models, general-to-specific modelling strategy, forecasting and prediction, autocorrelation, stationarity, cointegration and error correction models, introduction to multiple equation models.
Key texts:
Gujarati, Basic Econometrics
Wooldridge Introductory Econometrics.

University | Catalogues for 2006/07