MonMap
A course mapper by Monash Association of Coding (MAC)
Applied time series econometrics
ETC3450
Synopsis
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.
Sourced from the Monash Handbook 2026.
Quick facts
- Credit points
- 6
- Level
- 3
- Audience
- Undergraduate
- Type
- Coursework
- School
- Faculty of Business and Economics
- Faculty
- Department of Econometrics and Business Statistics
- Handbook year
- 2026
Prerequisites (4)
- Introductory econometricsETC2410
- ETC3440ETC3440
- Introductory econometricsETF2100
- Statistical modelling for decision makingETW2510
What it unlocks (2)
- MacroeconometricsETX4410
- MacroeconometricsETX5441
Offerings (1)
- Second semesterClayton · ON-CAMPUS
Listed in 6 areas of study
- Business analytics for economicsSpecified discipline studies
- EconometricsCore units
- EconometricsLevel 3 econometrics units
- Macroeconomics and financial marketsSpecified discipline studies
- Mathematical economics and econometricsSpecified discipline studies
- Mathematical foundations of econometricsAdditional core units