School of Economics and Finance

ECOM014 - Time Series Analysis

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 Co-integration;
  • ARCH and GARCH Time Series models.

Prerequisites: None