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 (Information Literacy)
Creative Problem-solving (Creative Problem-solving)
Critical Thinking (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 (Critical Thinking)
Creative Problem-solving (Creative Problem-solving)
Information Literacy (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 (Critical Thinking)
Information Literacy (Information Literacy)
Creative Problem-solving (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 (Creative Problem-solving)
Critical Thinking (Critical Thinking)
Information Literacy (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 (Information Literacy)
Creative Problem-solving (Creative Problem-solving)
Critical Thinking (Critical Thinking)

Subject options

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