THE UNIVERSITY OF WARWICK 
EC306 - Econometrics 2: Time Series 
Final Examination Guide and Notes 2024 
 
Part 01. Revision Notes 
Part 02. Sample Final Examination Paper 
Part 03. Suggested Solutions to Final Exam Paper 
Part 04. Final Examination - Hints and Tips 
 
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University of Warwick

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

£35.00

ACADEMIC YEAR 2023 - 2024

University	University of Warwick
Study Level	Undergraduate
Module Code	EC306
Module Name	Econometrics 2: Time Series
Notes Title	Final Examination Guide and Notes
Format	PDF
Page Length	71

This authentic examination guide provides students with an excellent opportunity to familiarise themselves with the content and format of the updated final examination for EC306 - Econometrics 2: Time Series at the University of Warwick in 2024. 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 final 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.

The module will equip the student with the ability to undertake, understand, and critically assess empirical work in economics that uses time-series data, with a view to enabling the student to use econometrics to catalogue and describe empirical regularities and test various propositions.

Main topics to be covered:

A review of relevant matrix algebra, and maximum likelihood estimation
The rationale for dynamic models, and some simple time-series model
Unit roots and testing for unit roots
Time-series models, model selection and forecasting
Spurious regression versus cointegration
Multivariate models and cointegration
Modelling second moments: ARCH and GARCH models
State Space Models

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EC124	Statistical Techniques B
EC203	Applied Econometrics
EC226	Econometrics 1
EC238	Economics 2: Microeconomics
EC239	Economics 2: Macroeconomics
EC306	Econometrics 2
IB114	Financial Management
IB132	Foundations of Finance
IB133	Foundations of Accounting
IB146	Accounting for Business
IB148	Principles of Marketing
IB232	Issues in Management Accounting
IB234	Financial Reporting 2
IB235	Finance 1: Financial Markets
IB236	Finance 2: Corporate Finance
IB253	Principles of Finance 1
IB254	Principles of Finance 2
IB359	Derivatives and Risk Management
IB3J8	Banks and Financial Systems

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

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