(EC306) Econometrics 2: Time Series - University of Warwick

The EC306 Econometrics 2: Time Series module at the University of Warwick equips students with the skills to analyse, interpret, and critically evaluate empirical economic research using time-series data. Key topics include matrix algebra, maximum likelihood estimation, dynamic models, unit root testing, time-series model selection and forecasting, spurious regression, cointegration, multivariate models, ARCH and GARCH models, and state space models. Students will develop expertise in analysing time-series models, conducting estimation and inference, testing stationarity, addressing endogeneity and causality, and working with multivariate cointegrated data. This module prepares students to apply modern econometric methods in empirical research and policy analysis.