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