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Unit information: Time Series Econometrics in 2015/16

Please note: you are viewing unit and programme information for a past academic year. Please see the current academic year for up to date information.

Unit name Time Series Econometrics
Unit code ECONM3022
Credit points 15
Level of study M/7
Teaching block(s) Teaching Block 2 (weeks 13 - 24)
Unit director Dr. David Pacini
Open unit status Not open

ECONM1022 Econometrics None



School/department School of Economics, Finance and Management
Faculty Faculty of Social Sciences and Law

Description including Unit Aims

An introduction to the analysis of time series using economic data. The course will cover stationary and non-stationary times series and concentrate on the modelling of times series - including model estimation and the use of the models in forecasting. The modelling will include both econometric models and statistical models and compare their uses, advantages and disadvantages.

Intended Learning Outcomes

Students should be able to construct simple statistical models to describe economic time series data. They should be able to identify the type of model to fit to the data, to estimate and apply diagnostic tests to the model and to produce forecasts from the model. They should also be able to discuss the advantages of the chosen model form.

Teaching Information

Lectures and classes

Assessment Information

Summative assessment is by 3 hour unseen exam which tests the learning outcomes specified above.

Formative assessment is by exercises and computer work.

Reading and References

  • Hamilton, JD, Times Series Analysis
  • Enders, W, Applied Econometrics Time Series