ECON375 Time-Series Econometrics
Updated: 23 November 2006| Credit Points | 6 |
| Offering | Not offered in 2007 |
| Online level | Level C - Internet access required |
| Intensive School(s) | None |
| Supervised Exam | There is a UNE Supervised Examination held at the end of the teaching period in which you are enrolled. |
| Pre-requisites | 48 cp including ECON 271' or 371' |
| Co-requisites | None |
| Restrictions | ECON 376, 475, 476; EMET 344, 444 |
| Notes | None |
| Combined Units |
ECON475 - Time-Series Econometrics |
| Coordinator(s) |
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| Unit Description |
This unit comprises up to 26 lecture hours and 13 lab/workshop hours. Forecasting methods, conceptual basis of time series analysis, stationary and non-stationary time series, identification, estimation and forecasting of ARIMA models, VAR modelling jointly of more than one time series, error-correction models, imposition of long-run constraints such as price homogeneity, integration and co-integration. |
| Prescribed Material Mandatory |
Textbook information is only available from 2008 units onwards. |
| Recommended Material Optional |
Textbook information is only available from 2008 units onwards. |
| Disclaimer | Unit information may be subject to change prior to commencement of the teaching period. |