Time Series Analysis

Module code: ECOM014

Credits: 15.0
Semester: SEM2

Contact: Prof Liudas Giraitis

The module aims to provide a foundation in time series analysis in general and in the econometric analysis of economic time series in particular, offering theory and methods at a level consonant with an advanced training for a career economist. Topics include: An Introduction to Time Series Analysis for Econometrics and Finance; Linear Time Series Models; Seasonal Time Models; Estimation and Forecasting; Unit Roots and Co­integration; and ARCH and GARCH Time Series models.

Connected course(s): UDF DATA
Assessment: 100.0% Examination
Level: 7