Faculties and centres
This is an optional course on Time Series Analysis in the second year of the Master in Quantitative Economics.
General Competences (CG)
Specific Competences (CE)
This course builds on an earlier course in univariate time series and has
the following objectives:
1.To introduce the students to the main developments in time series
econometrics which have assumed considerable importance in the last two
2. To provide the students with an understanding of the relevant concepts
which are fundamental to an understanding of time series econometrics.
3. To examine, in detail, the statistical models that are in use and the
techniques and methods that are used in their analysis and to note their
strengths and limitations.
4. To consolidate the knowledge gained by solving simple problems
5. To provide the student with an ability to critically assess the many
applications of time series eonometrics to problems in economics