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Time Series Econometrics

When you'll study it
Semester 2
CATS points
10
ECTS points
5
Level
Level 7
Module lead
Jean-Yves Pitarakis

Module overview

This module explores the properties of a wide range of models and statistical techniques used to describe and analyse Economic and Financial time series data. The aim is to highlight the usefulness of theoretical time series techniques for understanding data patterns and explore dynamic causal linkages.

Linked modules

Pre-requisites: ECON6004

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