NBS8187 : Time-Series Econometrics (Inactive)
- Inactive for Year: 2022/23
- Module Leader(s): Dr Markus Jochmann
- Owning School: Newcastle University Business School
- Teaching Location: Newcastle City Campus
Semesters
| Semester 2 Credit Value: | 10 |
| ECTS Credits: | 5.0 |
Aims
The module seeks to:
- advance the understanding on using recent advances in econometrics for testing theories in economics and finance
- provide technical skills necessary to pursue a wide range of empirical research in economics and finance
- offer the opportunity to develop some advanced quantitative skills
The module covers a comprehensive set of essential material on time series analysis.
Outline Of Syllabus
Maximum Likelihood Estmation, Univariate Time Series Models, Volatility Models, Multivariate Time Series Models.
Teaching Methods
Teaching Activities
| Category | Activity | Number | Length | Student Hours | Comment |
|---|---|---|---|---|---|
| Scheduled Learning And Teaching Activities | Lecture | 7 | 2:00 | 14:00 | N/A |
| Guided Independent Study | Assessment preparation and completion | 1 | 32:00 | 32:00 | N/A |
| Scheduled Learning And Teaching Activities | Practical | 2 | 1:00 | 2:00 | N/A |
| Guided Independent Study | Directed research and reading | 1 | 25:00 | 25:00 | N/A |
| Scheduled Learning And Teaching Activities | Small group teaching | 2 | 1:00 | 2:00 | N/A |
| Guided Independent Study | Independent study | 1 | 25:00 | 25:00 | N/A |
| Total | 100:00 |
Teaching Rationale And Relationship
-Lectures provide the fundamental technical structure of the methods introduced and an overview of the essential empirical economic and fincancial modelling methods
- Seminars provide an opportunity to enhance both theoretical and practical aspects of modelling
- Workshops provide hands-on computer based experience of modelling exercises.
Assessment Methods
The format of resits will be determined by the Board of Examiners
Exams
| Description | Length | Semester | When Set | Percentage | Comment |
|---|---|---|---|---|---|
| Written Examination | 90 | 2 | A | 80 | N/A |
Other Assessment
| Description | Semester | When Set | Percentage | Comment |
|---|---|---|---|---|
| Written exercise | 2 | M | 20 | Written Group Project of 2,000 |
Assessment Rationale And Relationship
Written exam to assess the theoretical and empirical approach to econometrics.
Written project tests students' understanding of econometric methods and demonstrates that students can analyse and interpret real world data.
Reading Lists
Timetable
- Timetable Website: www.ncl.ac.uk/timetable/
- NBS8187's Timetable