Econometrics and time series analysis

Aims

The main aims of this course are: to provide a general econometric background to facilitate the understanding of using econometric models for analysing ,forecasting and controlling basic economic variables. to offer an opportunity for the students to connect economic activities with econometric relations at micro-macro-regional level. to familiarize the students with the application of econometric techniques in understanding of the particular functions of the economy.

Prerequisites

Bachelor’s degree. . The students are assumed to have sufficient background in statistics and mathematics (matrix algebra).
 
  

Learning Outcomes

The students will learn the most relevant econometric techniques. Using well known software programmes   they shall be able to analyse, forecasting and control basic economic relations.  

Syllabus

The course will provide an intensive knowledge of the main aspects of econometric methods to analyze, forecasting and controlling basic economic micro-macro and regional relations.  

Content Delivery

The course will be delivered through lectures, class discussions and some empirical applications using well known econometric software. As shown in the Table below, the course will begin with an introduction to econometrics through the discussion of the economic-mathematical and stochastic specification of an   econometric model. The course will be issue/problem-oriented in   all the econometric relevant methods in order the student to get a spherical knowledge about using econometric methods in applied research.  

Coursework And Assignment Details

They will be given in-class exercises and will take a two-hour exam at the end of the course.