Presents newly developed econometric methodology in model building and model evaluation in general. Recent literature on assessing business time series properties, non-linear time series models, multiple cointegration, impulse response function and variance decomposition is introduced. Examples in business, economics and finance will be drawn to illustrate the application of techniques covered in this unit. -- Course Website
Instructor: Professor Param Silvapulle
Prerequisites: Students must be enrolled in course code 4412, 3816 or 3822 or must have passed ETF3200 or ETF9200 or ETF3300 or ETF9300.
