INTRODUCTION TO TIME SERIES ECONOMETRICS

ECM3ITE

Not currently offered

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.

SchoolLa Trobe Business School

Credit points15

Subject Co-ordinatorHeidi Ryoo

Available to Study Abroad StudentsYes

Subject year levelYear Level 3 - UG

Exchange StudentsYes

Subject particulars

Subject rules

Prerequisites ECM2IE or ECO2EME or permission from the coordinator

Co-requisitesN/A

Incompatible subjectsN/A

Equivalent subjectsN/A

Special conditionsN/A

Readings

Resource TypeTitleResource RequirementAuthor and YearPublisher
ReadingsTBAPrescribedTBATBA

Graduate capabilities & intended learning outcomes

01. Upon successful completion of this subject, you should be able to understand various univariate and multivariate time-series econometric procedures.

Activities:
Lectures, workshops, prescribed reading
Related graduate capabilities and elements:
Information Literacy
Creative Problem-solving
Critical Thinking

02. Upon successful completion of this subject, you should be able to identify the appropriate procedures for various problems in economics, finance and business in general.

Activities:
Lectures, workshops, prescribed reading
Related graduate capabilities and elements:
Critical Thinking
Creative Problem-solving
Information Literacy

03. Upon successful completion of this subject, you should be able to perform these procedures and interpret their results.

Activities:
Lectures, workshops, prescribed reading
Related graduate capabilities and elements:
Critical Thinking
Information Literacy
Creative Problem-solving

04. Upon successful completion of this subject, you should be able to apply these techniques with EViews.

Activities:
Lectures, workshops, prescribed reading
Related graduate capabilities and elements:
Creative Problem-solving
Critical Thinking
Information Literacy

05. Upon successful completion of this subject, you should be able to write a report and present your results.

Activities:
Lectures, workshops, prescribed reading
Related graduate capabilities and elements:
Information Literacy
Creative Problem-solving
Critical Thinking

Subject options

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