\n","Order":1},{"ID":"2e5f053b-8835-4692-be49-41f07234cfff","Title":"Prerequisites","Description":"Good background in econometrics is needed.","Order":2},{"ID":"6e5f053b-8835-4692-be49-41f07234cfff","Title":"Syllabus","Description":"I. Univariate Time Series

\n - Stationary time series

\n AR, MA, ARMA models

\n GARCH models

\n

\n - Non-stationary time series

\n ARIMA models

\n Deterministic trend Vs Stochastic trend

\n Unit root tests

\n Seasonal unit roots

\n

\nII. Single Equation Regression Models

\n - Transfer Functions

\n Intervention Models

\n - Cointegration and Error Correction Models

\n

\nIII. Vector Time Series

\n - VARMA, VAR, VARX models

\n - Vector ECM – Johansen approach

\n - Sims-Stock-Watson approach

\n - Grangers Causality

\n - Impulse response analysis

\n - Variance decomposition analysis

\n - Structural VAR models

\n - Multivariate GARCH models

\n

\nIV. Nonlinear Models and Spectral Analysis (optional)

\n","Order":6},{"ID":"8e5f053b-8835-4692-be49-41f07234cfff","Title":"Assessment","Description":"Final exam (2 hours) 40%

\nContinous assessment 60% (Project 40%, assignments and class participation 20%)

\n

\n","Order":8},{"ID":"f0473114-f50c-44ed-a61a-6b0ba67ceca5","Title":"Preclusions","Description":"EC5214","Order":9},{"ID":"4a43bad4-a26c-4312-bc74-cd7af4770959","Title":"Workload","Description":"2-1-0-2-5

Workload Components : A-B-C-D-E \r\n

A: no. of lecture hours per week \r\n

B: no. of tutorial hours per week \r\n

C: no. of lab hours per week \r\n

D: no. of hours for projects, assignments, fieldwork etc per week \r\n

E: no. of hours for preparatory work by a student per week","Order":10}],"ReadingFormatted":[{"ID":"91f2c6db-8624-4acf-b149-926151f17a5d","Title":"Applied Econometric Time Series","Author":"Walter Enders","Edition":"3ed","PubYear":"2010","ISBN":"9780470505397","Publisher":"Wiley","BookType":"Compulsory","AdditionalInfo":"","CompWebsite":"","Order":1},{"ID":"422ea969-74a0-473b-b936-0db6dc99c37e","Title":"Time Series Analysis","Author":"James D Hamilton","Edition":"1e","PubYear":"1994","ISBN":"0691042896","Publisher":"Princeton Univ Press","BookType":"Supplementary","AdditionalInfo":"","CompWebsite":"","Order":2},{"ID":"69f85354-8d9a-47c1-8075-2368eaf861a4","Title":"Applied Time Series Econometrics","Author":"Lutkepohl, Helmut","Edition":"1e","PubYear":"2004","ISBN":"0521547873","Publisher":"Cambridge Univ Press","BookType":"Supplementary","AdditionalInfo":"","CompWebsite":"","Order":3},{"ID":"efb20f2c-cc6a-4f44-b51d-0e02e8a93998","Title":"New Introduction to Multiple Time Series Analysis","Author":"Lütkepohl, Helmut","Edition":"1e","PubYear":"2005","ISBN":"","Publisher":"Springer-Verlag","BookType":"Supplementary","AdditionalInfo":"","CompWebsite":"","Order":4},{"ID":"bacf66d7-186c-4e3a-9972-a53dcfc1bb63","Title":"Time series analysis: univariate and multivariate methods","Author":"William Wei Wei","Edition":"2e","PubYear":"2006","ISBN":"","Publisher":"Pearson Addison Wesley","BookType":"Supplementary","AdditionalInfo":"","CompWebsite":"","Order":5},{"ID":"c1d68739-bd4b-4a55-a023-6702653fa7e1","Title":"Time Series Analysis: Forecasting and Control","Author":"Box, G.E.P; Kenkins, G.M; Reinsel, G.C.","Edition":"3e","PubYear":"1994","ISBN":"0131122770","Publisher":"Prentice-Hall","BookType":"Supplementary","AdditionalInfo":"","CompWebsite":"","Order":6}],"ReadingUnformatted":[]}],"Lecturers":["Abeysinghe,Tilak"],"LecturePeriods":["Monday Morning"]}]}