ETC3450 · Monash University
Applied time series econometrics
- Credit points
- 6
- Level
- 3
- Workload
- ≈ 12 h / week
- Faculty
- Business and Economics
What it covers
This unit provides an introduction to modern time series methods. The topics covered include a review of stationary, univariate ARMA models, stochastic and deterministic trends, testing for unit roots, vector auto regressions, multivariate cointegration and error correction models.
Assessment
| Task | Type | Weight |
|---|---|---|
| 2 - Written | Written | 30% |
| 3 - Examination | Examination | 60% |
| 1 - Presentation | Presentation | 10% |
When and where
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Clayton | On-campus |