University Course Planner The University of Adelaide Australia

ECON 7223 - Time Series Econometrics IV

Career: Postgraduate Coursework
Units: 3
Term: 4120
Campus: North Terrace
Contact: Up to 4 hours per week
Available for Study Abroad and Exchange: Yes
Available for Non-Award Study: Check with School
Assumed Knowledge: ECON 7204
Incompatible: ECON 4013
Assessment: Typically homework problem sets, Just in time teaching (JiTT), empirical projects, & final exam.
Syllabus:

The aim of this course is to study time series methods in econometrics. Students are expected to have knowledge in statistics and Level IV econometrics or equivalent. Topics typically include stationarity, unit roots, autoregressive moving average (ARMA), forecasting, maximum likelihood estimation (MLE), vector autoregression (VAR), structural vector autoregression (SVAR), and co-integration. The emphasis is on understanding the methods and applying them to real-world data.

Course Fees

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Student Status

Domestic
International

What type of place are you studying in

Commonwealth supported
Full fee paying

Study Level

Undergraduate
Postgraduate Coursework
Non Award

Program of Study

Study Abroad student tuition fees are available here

Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.

The fees displayed below for international students are for students commencing a program in 2024 only. International students who commenced a program in 2023 or prior can find their fee here.

Units
EFTSL
Amount
3
0.125
          
  


Course Outline

A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here


Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
4120 Mon 09/08/2021 Wed 18/08/2021 Fri 17/09/2021 Fri 29/10/2021


Class Details

Enrolment Class: Workshop
Class Nbr Section Size Available Dates Days Time Location
21931 WR01 10 9 30 Jul - 17 Sep Friday 1pm - 3pm Nexus10, 217, Computer Suite
8 Oct - 29 Oct Friday 1pm - 3pm Nexus10, 217, Computer Suite
Note: This class will be delivered both online and face to face. Please refer to MyUni for details once enrolled.
Automatic Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
21930 LE01 10 9 27 Jul - 14 Sep Tuesday 9am - 11am Marjoribanks, 126, SANTOS Lecture Theatre
5 Oct - 26 Oct Tuesday 9am - 11am Marjoribanks, 126, SANTOS Lecture Theatre
Note: This class will be delivered both online and face to face, however if you are in Adelaide attendance is required in person. Please refer to MyUni for details once enrolled.