Advanced time series economics

Advanced time series economics

Advanced time series economics
As taught throughout 2011

‘Advanced Time Series Economics’ Module Guide

Module Code: L13621

Total Credits: 15

Offering School: Economics

Suitable for study at: undergraduate Level

Prerequisites: L12320 Econometrics I and L12420 Econometrics II.

The content presented here provides information to prospective students on module L13621 – ‘Advanced Time Series Economics’, offered by the School of Economics, University of Nottingham. The module convenor is Professor R Taylor.

Professor Rob Taylor, School of Economics, University of Nottingham.

Robert joined the School of Economics in January 2006 having previously been Professor of Econometrics at the University of Birmingham. His research interests are in the area of time-series econometrics with particular focus on: the use of bootstrap methods with non-stationary time series, co-integration methods, (seasonal) unit root tests, stationarity tests, stochastic volatility, persistence change testing and structural breaks. He has published a number of articles in refereed journals including Econometrica, Journal of Econometrics, Econometric Theory, Journal of Time Series Analysis and Journal of Business and Economic Statistics. He is a fellow of the Journal of Econometrics. He is Director of the Granger Centre for Time Series Econometrics, located within the School of Economics. He is a Co-Editor of Econometric Theory, Assistant, Associate and Book Reviews Editor of the Royal Economic Society's Econometrics Journal, and an Associate Editor of the Journal of Time Series Analysis, Econometric Reviews, and Studies in Non-Linear Dynamics and Econometrics.

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University of Nottingham. Information Services. Learning Team

Professor Robert Taylor

U-Now Open Courseware

The University of Nottingham
King's Meadow Campus
Nottingham NG7 2NR

email: is-learning-team@nottingham.ac.uk