This paper provides students with theoretical and practical skills in econometrics that should enable them to carry out a wide range of applied analyses involving macroeconomics and finance. The prime focus of this paper is on the application of time-series econometrics. The topics covered include econometric estimation and testing methodologies, unit root testing, cointegration modelling, GARCH modelling, nonlinearities and asymmetries with practical applications to a range of topical macroeconomic topics.
|Prerequisite(s):||One of ECONS303, ECON304, ECON404, ECON543, ECONS543 or equivalent.|
|Internal assessment / examination:||100:0|
|Restriction(s):||ECON504 and ECON528|
Trimesters and Locations
|Occurrence Code||When taught||Where taught|
|22A (HAM)||A Trimester : 7 Mar 2022 - 3 Jul 2022||Hamilton|
The Timetable for 2022 is not available.
Fees for 2022 are not yet available.
The following 2021 paper outlines are available for ECONS528. Please contact the Faculty or School office for details on 2022 outlines.
Other available years: Econometric Topics: Macroeconomics and Finance - ECONS528 (2021) , Econometric Topics: Macroeconomics and Finance - ECONS528 (2020) , Econometric Topics: Macroeconomics and Finance - ECONS528 (2019)
Paper details current as of : 16 September 2021 6:58pm
Indicative fees current as of : 17 September 2021 4:30am