Time Series - ECO00041M

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  • Department: Economics and Related Studies
  • Module co-ordinator: Prof. Yongcheol Shin
  • Credit value: 10 credits
  • Credit level: M
  • Academic year of delivery: 2019-20

Module will run

Occurrence Teaching cycle
A Autumn Term 2019-20

Module aims

To provide an introduction to the statistical analysis of data observed at regularly spaced points in time, as arise in many areas of economics, finance, and more widely.

Module learning outcomes

On completing the module a student will be able to:

understand the main properties of the leading class of models used for studying time series;

demonstrate a general understanding how to develop model formulation, specification and estimation in time series econometrics;

evaluate basic econometric models and critically interpret the existing empirical literature;

carry out an independent empirical analysis from collecting the data, estimating econometric specifications to writing a self-fulfilling report;

approach the more advanced time series methods

Assessment

Task Length % of module mark
Essay/coursework
In-course assessment
N/A 30
University - closed examination
Time Series
2 hours 70

Special assessment rules

None

Reassessment

Task Length % of module mark
Essay/coursework
In-course assessment
N/A 30
University - closed examination
Time Series
2 hours 70

Module feedback

Information currently unavailable

Indicative reading

The primary source will be the lecture handouts available at Yorkshare VLE.

Comprehensive treatment of the subject matter can be found in Enders, W., Applied Econometric Time Series (2004) and in more advanced Hamilton, J., Time Series Analysis (1994).

Any change will be updated on VLE. Please check for any announcement or change on a regular basis.



The information on this page is indicative of the module that is currently on offer. The University is constantly exploring ways to enhance and improve its degree programmes and therefore reserves the right to make variations to the content and method of delivery of modules, and to discontinue modules, if such action is reasonably considered to be necessary by the University. Where appropriate, the University will notify and consult with affected students in advance about any changes that are required in line with the University's policy on the Approval of Modifications to Existing Taught Programmes of Study.