ETW3450 Applied time series econometrics
Faculty of Business and Economics
ETW3450 Applied time series econometrics is a level 3, 6-credit-point, undergraduate unit from the Faculty of Business and Economics, offered in 2020 in Semester 1 at Malaysia. It needs ETW2410, ETC3440, ETF2100, ETS2410 or ETC2410.
- Credit points
- 6
- Offered in 2020
- Semester 1
- Malaysia
- Workload
- 144 hours
- per semester
This is the 2020 handbook entry. See the 2027 entry.
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Requisites
Before ETW3450
After ETW3450
No unit lists ETW3450 as a prerequisite in the 2020 handbook.
Overview
Time series is any series of observations ordered along a time dimension. This unit introduces students to the theory and application of time series methods in econometrics. Topics covered will include modern univariate and multivariate models of stationary and non-stationary time series. Students will be able to undertake independent time series analysis on a range of business and economic data. Students can also expect to enhance their computer skills in R when conducting empirical analysis.
Offerings in 2020
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Malaysia | On campus |
Learning outcomes
When you finish this unit, you should be able to:
- 1
derive and recognise statistical properties of stationary and non-stationary time series processes
- 2
perform informal and formal tests for unit roots in univariate time series
- 3
develop appropriate models for multivariate stationary and non-stationary time series
- 4
conduct statistical inference on multivariate stationary and non-stationary time series.
Workload and teaching
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
Contacts
- Chief Examiners
- Dr Jason Ng Wei Jian
Common questions
What are the prerequisites for ETW3450?
You need ETW2410, ETC3440, ETF2100, ETS2410 or ETC2410 before you enrol.
When is ETW3450 offered?
In 2020, ETW3450 runs in Semester 1 at Malaysia.
How much work is ETW3450?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.