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. |
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