ECN 4290 : Advance Econometrics- Time Series
(ECN 4290 : Advance Econometrics- Time Series)

Learning outcomes
1.    Apply advanced techniques to examine the time series properties of data sets drawn from economics and finance
2.    Identify and construct the most suitable Econometric Models for relevant Macro Economic time series data.
3.    Use time series econometric models to make forecasts and evaluate forecasts.
4.    Use the main time series econometric techniques (such as Unit-Roots, Cointegration, ARCH/ GARCH, GMM…. etc) to estimate the econometric models.
5.    Undertake intermediate level empirical independent research in applied economics.