University Course Planner The University of Adelaide Australia

ECON 4013 - Time Series Econometrics IV (H)

Career: Undergraduate
Units: 3
Term: Semester 2
Campus: North Terrace
Contact: Up to 4 hours per week
Restriction: Available only to students enrolled in the Bachelor of Economics (Honours) program
Available for Study Abroad and Exchange: Yes
Available for Non-Award Study: Check with School
Pre-Requisite: ECON 4014 or equivalent
Assessment: Typically homework problem sets, Just in time teaching (JiTT), empirical project, mid-term test & final exam.

The aim of this course is to study time series methods in econometrics. Students are expected to have knowledge in statistics and Level IV econometrics or equivalent. Topics typically include stationarity, unit roots, autoregressive moving average (ARMA), forecasting, maximum likelihood estimation (MLE), vector autoregression (VAR), structural vector autoregression (SVAR), and co-integration. The emphasis is on understanding the methods and applying them to real-world data.

Course Fees

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Student Status


What type of place are you studying in

Commonwealth supported
Full fee paying

Study Level

Postgraduate Coursework
Non Award

Program of Study

Study Abroad student tuition fees are available here

Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information


Course Outline

A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here

Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
Semester 2 Mon 10/08/2020 Wed 19/08/2020 Fri 30/10/2020 Not Available

Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
22553 LE01 10 3 27 Jul - 14 Sep Monday 2pm - 4pm Nexus10, 217, Computer Suite
28 Jul - 15 Sep Tuesday 1pm - 3pm Nexus10, 217, Computer Suite
6 Oct - 27 Oct Tuesday 1pm - 3pm Nexus10, 217, Computer Suite
12 Oct - 26 Oct Monday 2pm - 4pm Nexus10, 217, Computer Suite
Note: Available face-to-face (on-campus).