University of Lincoln

                       Lincoln International Business School 

         ECO3002M Advanced Econometrics II-Time Series

                                              FALL 2020

Home

 

Module Handbook

Module Briefing

Assessment/Coursework

 

 

 

 

 

 

Lectures

IT

Works

Data

 

Topic 0

 

 

 

Review of OLS

Reviewing of OLS with Eviews

Further software exercises in OLS

Canada   Cobbd

Poly    Phillips  Qquandt  

Multicollinearity

 

Topic 1

 

 

        

 

Introduction to Time Series Econometrics

Examining time series with Eviews

Further exercises in Time Series

 Canada       

 

 

Stationarity, Unit-Root Testing

Unit root-testing practice with Eviews

Further exercises in in unit-root testing

        

Canada 

 

Stochastic and Deterministics Trends

Stochastic and deterministic trend practice with Eviews.

Asssessment Briefing

Further exercises in stoachastic and deterministic trends

 Canada 

 

Reading Week   

WEEK 6

16 November 2020

                    

No seminar

No works

                

 

Topic 2

 

 

 

 

Introduction to Co-integration and Error-Correction Techniques

Co-integration estimation with Eviews

Further exercises in  cointegration  wıth Mıcrofıt

Stock and Watson Data Link

 

Single and Multivariate Co-Integration Techniques

Continued with co-integartion wıth Evıews

Further exercises in  cointegration wıth Mıcrofıt

IMF International Financial Statistics

 

VAR and Causality Tests

Var and causality tests with Eviews.

Assessment Briefing

Further exercises in Var and causality tests wıth Mıcrofıt

World Bank Development Indicators

 

Topic 3

 

 

 

 

Introduction to Financial Econometrics, ARCH and GARCH Modelling

ARCH and GARCH estimations with Eviews

Further exercises in ARCH and GARCH wıth Evıews

FRED