ECON4003

Course Descriptions

This course aims to introduce quantitative methods and techniques for time series modelling, analysis, and forecasting of economic and business data. Topics include time series properties of fluctuation, cycle, seasonality, trend, unit roots tests for stationary. Models such as autoregressive and distribution lags, moving average and exponential smoothing, ARIMA, ARCH and GRACH, Transfer Function and Intervention models will be discussed with both statistical theory and practical methods of model building and analysis. Emphasis will also be put on the applications in economic and business related areas.

Prerequisite

ECON3013 Applied Econometrics

Workload

Workload not available

Modules

Modules not available