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.

School: La Trobe Business School

Credit points: 15

Subject Co-ordinator: Heidi Ryoo

Available to Study Abroad Students: Yes

Subject year level: Year Level 3 - UG

Exchange Students: Yes

Subject particulars

Subject rules

Prerequisites: ECM2IE or ECO2EME or permission from the coordinator

Co-requisites: N/A

Incompatible subjects: N/A

Equivalent subjects: N/A

Special conditions: N/A

Learning resources

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 not currently offered - Subject options not available.