Time Series Econometrics

Postgraduate | 2026

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Area/Catalogue
ECON 6101
Course ID icon
Course ID
201876
Level of study
Level of study
Postgraduate
Unit value icon
Unit value
6
Course level icon
Course level
2
Study abroad and student exchange icon
Inbound study abroad and exchange
Inbound study abroad and exchange
The fee you pay will depend on the number and type of courses you study.
No
University-wide elective icon
University-wide elective course
No
Single course enrollment
Single course enrolment
No
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Note:
Course data is interim and subject to change

Course overview

This course deepens critical thinking, reasoning, and mathematical problem-solving in time series methods in econometrics (e.g., stationarity; unit roots; autoregressive moving average; forecasting; maximum likelihood estimation; (structural) vector autoregression; co-integration) with an emphasis on understanding the methods and applying them to real-world data. 

Course learning outcomes

  • Demonstrate knowledge in various advanced time series econometric methods, estimation methods and related econometric theories
  • Apply these methods to empirical data or develop new time series econometric theories
  • Write code using specialised software
  • Use specialised software to estimate time series econometric models using real world data
  • Interpret time series models' estimates

Prerequisite(s)

N/A

Corequisite(s)

N/A

Antirequisite(s)

N/A