Dr P Wu. 316-317 Econometrics or 316-316 Basic Econometrics or 619-210 Probability and Statistics. Second semester Two 1-hour lectures and a 90 minute tutorial/practice class a week. On completion of this subject students should:

• be familiar with advanced techniques to examine the time series properties of data sets drawn from economics and finance;
• be able to make forecasts and evaluate forecasts.

Current techniques used in forecasting in finance, accounting and economics. Regression models, exponential smoothing methods, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, and forecast evaluation. A 2-hour examination (60 per cent); empirical exercises (40 per cent). Holden K et. al. Economic Forecasting: An Introduction Cambridge University Press