Description of Individual Course Units
|
Offered By |
ECONOMICS (English) ((UOLP-New York Eyalet University (Suny Albany)) |
Level of Course Unit |
First Cycle Programmes (Bachelor's Degree) |
Course Coordinator |
PROFESSOR DOCTOR ADNAN KASMAN |
Offered to |
ECONOMICS (English) ((UOLP-New York Eyalet University (Suny Albany)) |
Course Objective |
The objective of the course is to skills for dealing with univariate and multivariate time series modeling of economic and financial data. Stationary and nonstationary time series with unit roots, AR, MA, ARMA and ARIMA models, cointegration, error correction models, VAR and causality are the main topics to be covered.. The use of computer is an integrated part of the course. Students are expected to prepare a term project to demonstrate their skills developed in the course. |
Learning Outcomes of the Course Unit |
||||||||||
|
Mode of Delivery |
Face -to- Face |
Prerequisites and Co-requisites |
UEC 3001 - ECONOMETRICS |
Recomended Optional Programme Components |
None |
Course Contents |
|||||||||||||||||||||||||||||||||||||||||||||
|
Recomended or Required Reading |
1.Ruey S. Tsay, Analysis of Financial Time Series, 2 nd Ed. Willey, 2005 |
Planned Learning Activities and Teaching Methods |
1.Lectures |
Assessment Methods |
||||||||||||||||||||||||
|
Further Notes About Assessment Methods |
1.Midterm |
Assessment Criteria |
1.The learner will use necessary statistical and time series econometric tools to engage independent research. |
Language of Instruction |
English |
Course Policies and Rules |
1. Attending at least 70 percent of lectures is mandatory. |
Contact Details for the Lecturer(s) |
To be announced. |
Office Hours |
To be announced. |
Work Placement(s) |
None |
Workload Calculation |
||||||||||||||||||||||||||||||||||||||||
|
Contribution of Learning Outcomes to Programme Outcomes |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|