Economists must frequently analyse economic data that are collected and presented at regular intervals (monthly, quarterly, annually).
Academic and professional economists need to understand the strengths and weaknesses of such data and to be able to evaluate research conducted using them. The aim of the module is to teach the students to understand and apply the methods needed to interpret and work with economic time series, and to critically evaluate research that uses such methods.
The module relies on assignments that are structured around the lecture materials and are discussed in class. It is therefore important that the student participate actively during the whole module. The module also relies on the application of time series models in statistical software using economic and financial data.
The objective is that the student after the module possesses the necessary knowledge on:
The objective is that the student after the module possesses the necessary skills in:
The objective is that the student after the module possesses the necessary competences in:
For information see §17.
|Name of exam||Econometrics III: Time Series Data|
|Type of exam|
Written or oral examIndividual examination.
|Assessment||7-point grading scale|
|Type of grading||Internal examination|
|Criteria of assessment||The criteria of assessment are stated in the Examination Policies and Procedures|
|Danish title||Økonometri III|
|Language of instruction||English|
|Location of the lecture||Campus Aalborg|
|Responsible for the module|
|Study Board||Study Board of Economics|
|Department||AAU Business School|
|Faculty||Faculty of Social Sciences and Humanities|