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Course description
  TIME SERIES

Competencies and objectives

 

Course context for academic year 2020-21

This is an optional course on Time Series Analysis in the second year of the Master in Quantitative Economics.

 

 

Course content (verified by ANECA in official undergraduate and Master’s degrees)

General Competences (CG)

  • CG1 : Capacity to carry out research work.
  • CG2 : Capacity to find data (natural and experimental) and analyse it.
  • CG3 : Capacity to apply economic theory to represent real situations.
  • CG4 : Capacity for teamwork.
  • CG5 : Capacity for self-learning.
  • CG6 : Ethical commitment and social responsibility at work, respecting the environment, being aware and understanding the importance of respect for fundamental rights, equal opportunities for men and women, universal accessibility for the disabled and respect for the values of a peaceful, democratic society.
  • CG7 : Analyse problems using critical reasoning, without prejudice and with precision and rigor.
  • CG8 : Capacity for synthesis.

 

Specific Competences (CE)

  • CE1 : Capacity to read Economic research articles in a reasoned fashion and evaluate them critically, understand their essential contributions and weaknesses.
  • CE2 : Capacity to understand how the technical problems faced by authors of research articles have been resolved in each case.
  • CE3 : Capacity to test theorems and propositions.
  • CE4 : Capacity to understand and reproduce empirical analyses and simulation experiments on which the conclusions of research articles written by other authors are based.
  • CE5 : Capacity to present important economic problems precisely and respond adequately to said problems by using the techniques learnt on the different courses, using theoretical and empirical analyses or simulations if necessary.

 

 

 

Learning outcomes (Training objectives)

No data

 

 

Specific objectives stated by the academic staff for academic year 2020-21

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 decades. 

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

 

 

General

Code: 41239
Lecturer responsible:
CARNERO FERNANDEZ, MARIA ANGELES
Credits ECTS: 5,00
Theoretical credits: 1,20
Practical credits: 0,40
Distance-base hours: 3,40

Departments involved

  • Dept: FOUNDATIONS OF ECONOMIC ANALYSIS
    Area: FOUNDATIONS OF ECONOMIC ANALYSIS
    Theoretical credits: 1,2
    Practical credits: 0,4
    This Dept. is responsible for the course.
    This Dept. is responsible for the final mark record.

Study programmes where this course is taught