Time Series Econometrics
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Content (topics) Basic regression analysis with time series data Issues in using OLS with time series data Serial correlation in time series regressions Advanced time series topics ARIMA models and forecasting Vector autoregressive models and forecasting Models of second moments Empirical projects. The subject makes its contribution by examining the special statistical characteristics that arise when modelling time series data, such as unemployment rates, inflation rates, commodity prices, interest rates and exchange rate data, that have been collected at a regular frequency (such as daily, weekly, monthly or quarterly intervals). The subject will make use of an advanced econometrics package for the purpose of analysing data.
Anonymous, Semester 1, 2016
Great introductory course to fundamentals of econometrics.
Anonymous, Semester 2, 2012
It is a very practical subject. very good. Love it.
Anonymous, Semester 2, 2016