Financial and Time Series Econometrics (821L1)

15 credits, Level 7 (Masters)

Spring teaching

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

50%: Lecture
50%: Seminar

Assessment

35%: Coursework (Computer-based examination, Observation)
65%: Examination (Take away paper)

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, we are constantly looking to improve and enhance our courses. There may be changes to modules in response to student demand or feedback, changes to staff expertise or updates to our curriculum. We may also need to make changes in response to COVID-19. We’ll make sure to let our applicants know of material changes to modules at the earliest opportunity.