ecm3ite intro time series econometrics
INTRODUCTION TO TIME SERIES ECONOMETRICS
ECM3ITE
2014
Credit points: 15
Subject outline
The purpose of this subject is to introduce students to the theoretical and applied aspects of univariate time-series modeling in Economics and Finance. The topics to be discussed include the motivation for time series analysis and forecasting, time series decomposition, exponential smoothing, difference equations, the Box-Jenkins methodology, intervention analysis, transfer function models, stochastic trends, and unit-root testing. There will be a strong focus on applications and on the use of the EViews time series software package.
FacultyFaculty of Business, Economics and Law
Credit points15
Subject Co-ordinatorLaszlo Konya
Available to Study Abroad StudentsYes
Subject year levelYear Level 3 - UG
Exchange StudentsYes
Subject particulars
Subject rules
Prerequisites ECM2IE or ECO2EME
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Special conditionsN/A
Learning resources
Readings
| Resource Type | Title | Resource Requirement | Author and Year | Publisher |
|---|---|---|---|---|
| Readings | Elements of forecasting (4th ed.) | Prescribed | Diebold, F. | SOUTH-WESTERN COLLEGE PUBLISHING: CINCINNATI, 2007 |
| Readings | An introduction to applied econometrics: A time series approach | Recommended | Patterson, K. | PALGRAVE MACMILLAN:UK ACADEMIC, 1998 |
| Readings | Applied econometric time series | Recommended | Enders, W. | 3RD EDN, JOHN WILEY, 2010 |
| Readings | Time series models for business and economic forecasting | Recommended | Franses, P. H. | CAMBRIDGE UNIVERSITY PRESS, 1998 |
Subject options
Select to view your study options…
Albury-Wodonga, 2014, Semester 1, Online
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLaszlo Konya
Class requirements
LectureWeek: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
TutorialWeek: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| Three 1,000-word assignments | 100 |
Bendigo, 2014, Semester 1, Online
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLaszlo Konya
Class requirements
TutorialWeek: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
LectureWeek: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| Three 1,000-word assignments | 100 |
Melbourne, 2014, Semester 1, Online
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLaszlo Konya
Class requirements
LectureWeek: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
TutorialWeek: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| Three 1,000-word assignments | 100 |
Mildura, 2014, Semester 1, Online
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLaszlo Konya
Class requirements
LectureWeek: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
TutorialWeek: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| Three 1,000-word assignments | 100 |
Shepparton, 2014, Semester 1, Online
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLaszlo Konya
Class requirements
LectureWeek: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
TutorialWeek: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| Three 1,000-word assignments | 100 |