UNIVERSITY OF KENT 
ECON5810: Introduction to Time-Series Econometrics 
Comprehensive Study and Exam Preparation Guide 2025 
 
Part 01: About This Guide 
Part 02: Sample Final Examination Paper 
Part 03: Detailed Solutions and Explanations 
Part 04: Proven Exam Strategies and Tips 
 
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ECON5810: Introduction to Time-Series Econometrics (Solutions)

£35.00

ACADEMIC YEAR 2024 - 2025

University	University of Kent
Module Code	ECON5810
Credit Level	5
Module Name	Introduction to Time-Series Econometrics
Notes Title	Comprehensive Study and Exam Prep. Guide
Page Length	30

This guide provides you with an excellent opportunity to familiarise yourself with the content and format of the updated final examination for Introduction to Time-Series Econometrics (ECON5810) at the University of Kent in 2025. It also offers a chance to practise useful exam techniques. The guide focuses on core exam questions and includes clear, simple diagrams that facilitate understanding and recall during the real exam. Thoroughly updated, this self-study set covers all topics included in the latest edition of the module, ensuring students are fully prepared to tackle the final examination with confidence.

This module introduces students to the key concepts and techniques used in analysing time-series economic data. The module highlights the limitations of traditional methods like Ordinary Least Squares (OLS) when applied to non-stationary data and instead focuses on appropriate tools for both stationary and non-stationary time-series. Topics covered include stationary and non-stationary processes, autoregressive models, spurious regression, cointegration, unit root tests (such as ADF), and forecasting. Students will learn both the theory and practical application of these methods using specialist econometric software, helping them to analyse and interpret complex time-series data effectively.

This module builds upon prior knowledge of economics, mathematics, and statistics, with prerequisites including ECON3040, ECON3050 or ECON3060, and ECON3090, and it should be taken alongside ECON5800. By the end of the module, students will be able to identify key properties of time-series data, carry out data transformations, apply relevant econometric techniques, perform diagnostic tests, and interpret empirical results. The module is particularly useful for students aiming to pursue advanced econometric analysis later in their studies.

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ECON5810: Introduction to Time-Series Econometrics (Solutions)

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