Studying at York
Time Series - ECO00041M
- Department: Economics and Related Studies
- Credit value: 10 credits
- Credit level: M
- Academic year of delivery: 2022-23
Module will run
| Occurrence | Teaching period |
|---|---|
| A | Autumn Term 2022-23 |
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
Indicative assessment
| Task | % of module mark |
|---|---|
| Essay/coursework | 30 |
| Online Exam -less than 24hrs (Centrally scheduled) | 70 |
Special assessment rules
None
Indicative reassessment
| Task | % of module mark |
|---|---|
| Essay/coursework | 30 |
| Online Exam -less than 24hrs (Centrally scheduled) | 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.