This unit aims to provide advanced knowledge of linear models and methods for economic and financial time-series analysis and panel data models. The unit focuses on estimation and inference. It covers some of the basics of time series model including stationary processes, AR, MA and ARMA processes, spectral analysis, structural change, nonstationarity, VAR and VECM, state-space models and Kalman filter.
homework (40%); assignment (60%)
Students must meet the entry requirements to the Honours program, including completion of a pass undergraduate degree and a major in the specialisation areaCo-requisites