Technological
University Dublin
ECONOMETRICS 02
(Time Series Analysis)
Session 1:
Module Presentation
Lecturer: Lucía Morales
Office: 3023
ECONOMETRICS 02
email: lucia.morales@tudublin.ie
Office Hours: send an
email in advance
ECONOMETRICS 02
MODULE CONTENT
1.
OLS Review
2.
Stationary Time Series
Models
3.
Models with Trend
4.
Cointegration and ErrorCorrection Models
5.
Causality
6.
Market Contagion
7.
Volatility Modelling
ECONOMETRICS 02 Assessment
The module is assessed by formative assessment, and by final lab exam.
You will be required to work in individually or in groups (you have a
choice to make)
• Individual CAs: Applied Econometrics:
- 40% Research Paper
- 30% Presentation
• Group CAs: CASE STUDIES – Choose one Option
A. Option 01: 40% Industry Case Study with Applied
Econometrics + 30% Presentation
B. Option 02: 40% Research Paper + 30% Presentation
• Final Exam 30% of your final grade. Two components:
- 30% Lab Exam
ECONOMETRICS 02
Module’s Assessment two Options:
1. Individual Work
40% Research Paper + 30% Presentation + 30% Lab Exam
2. Group Work
40% Industry Case Study + 30% Presentation + 30% Lab Exam
Technological
University Dublin
ECONOMETRICS 02
(Time Series Analysis)
Session 1:
Module Presentation