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Module code: EC815U
Credits: 5
Semester: 2
International: No
Overview Overview

: This is a short but fairly intensive course in modern time series econometrics. It begins by considering univariate and multivariate models and methods for the analysis of stationary data. It goes on to examine the problems that arise with nonstationary data and the various techniques for dealing with them. Finally, it discusses a number of special topics, mainly on the theme of non-linearity. The lectures will focus on time-domain theory, with applications being largely dealt with in assessment exercises and tutorial sessions. The course has particular relevance to applied macroeconomics and financial economics, though there will be time series lessons for other areas of application, including large-T panel data analysis. This module is run by UCD School of Economics

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