Financial and Time Series Econometrics (821L1)
15 credits, Level 7 (Masters)
The primary aim of this module is for you to become familiar with a variety of applied time-series econometric techniques, enabling the confident and independent use of these techniques.
An important emphasis of the module is to provide you with 'hands-on' experience of econometric analysis through using a variety of economic data sets.
Teaching and assessment
We’re currently reviewing teaching and assessment of our modules in light of the COVID-19 situation. We’ll publish the latest information as soon as possible.
Contact hours and workload
This module is approximately 150 hours of work. This breaks down into about 44 hours of contact time and about 106 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.
This module is running in the academic year 2021/22. We also plan to offer it in future academic years. However, there may be changes to this module in response to COVID-19, or due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of material changes to modules at the earliest opportunity.
It may not be possible to take some module combinations due to timetabling constraints. The structure of some courses means that the modules you choose first may determine whether later modules are core or optional.