logo

Time series economics

Time series economics

Time series economics
As taught Spring 2011

‘Time Series Economics'' Module Guide

Module Code: L14020

Total Credits: 15

Offering School: Economics

Suitable for study at: postgraduate Level

The content presented here provides information for prospective students on module L14020 – ‘Time Series Economics’, offered by the School of Economics, University of Nottingham. The module convenor is Professor R Taylor.

Professor Robert 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.








Use the form below to add a comment about this resource.

Name
Email
Comment   




Verify that you are a human not robot, answer the question.
    
 

Search Resources

Advanced search

Technical information:

File size: 0MB

Document

View resource

Download resource

Related Links

Clicking the link below will run a search in the Xpert search engine.

Time series economics

Youtube Links

The resources that appear below are dependent on search results provided by Youtube.

Useful Links

Publisher/Author

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