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Viewing: ECG 562 : Applied Econometrics II

Last approved: Sat, 24 Mar 2018 08:00:26 GMT

Last edit: Fri, 23 Mar 2018 20:15:23 GMT

Catalog Pages referencing this course
Change Type
Major
ECG (Graduate Economics)
562
006413
Dual-Level Course
No
Cross-listed Course
No
Applied Econometrics II
App Econmtrc II
Poole College of Management
Economics (20EC)
Term Offering
Spring Only
Offered Every Year
Spring 2018
Previously taught as Special Topics?
No
 
Course Delivery
Face-to-Face (On Campus)

Grading Method
Graded/Audit
3
15
Contact Hours
(Per Week)
Component TypeContact Hours
Lecture3.0
Course Attribute(s)


If your course includes any of the following competencies, check all that apply.
University Competencies

Course Is Repeatable for Credit
No
 
 
Ilze Kalnina
Assistant Professor
assoc

Open when course_delivery = campus OR course_delivery = blended OR course_delivery = flip
Enrollment ComponentPer SemesterPer SectionMultiple Sections?Comments
Lecture1010NoThe enrollment is expected to slightly increase over time.
Open when course_delivery = distance OR course_delivery = online OR course_delivery = remote

P: ECG 561
Is the course required or an elective for a Curriculum?
Yes
SIS Program CodeProgram TitleRequired or Elective?
11ECAMREconomics, Ag & Life Sci MRRequired
11ECAMSEconomics, Ag & Life Sci MSRequired
20ECLMREconomics, Mgmt MRRequired
20ECLMSEconomics, Mgmt MSRequired
This course is intended to give students the skills to conduct empirical econometric analysis with primary focus on time series data methods and applications in macroeconomics, finance, and other fields. This course will also provide the students practical experience in applied econometrics using Matlab.

Course title and description are changed to better reflect what is currently being taught in class.  


No

Is this a GEP Course?
GEP Categories

Humanities Open when gep_category = HUM
Each course in the Humanities category of the General Education Program will provide instruction and guidance that help students to:
 
 

 
 

 
 

 
 

 
 

 
 

Mathematical Sciences Open when gep_category = MATH
Each course in the Mathematial Sciences category of the General Education Program will provide instruction and guidance that help students to:
 
 

 
 

 
 

 
 

Natural Sciences Open when gep_category = NATSCI
Each course in the Natural Sciences category of the General Education Program will provide instruction and guidance that help students to:
 
 

 
 

 
 

 
 

Social Sciences Open when gep_category = SOCSCI
Each course in the Social Sciences category of the General Education Program will provide instruction and guidance that help students to:
 
 

 
 

 
 

 
 

 
 

 
 

Interdisciplinary Perspectives Open when gep_category = INTERDISC
Each course in the Interdisciplinary Perspectives category of the General Education Program will provide instruction and guidance that help students to:
 
 

 
 

 
 

 
 

 
 

 
 

 
 

 
 

Visual & Performing Arts Open when gep_category = VPA
Each course in the Visual and Performing Arts category of the General Education Program will provide instruction and guidance that help students to:
 
 

 
 

 
 

 
 

 
 

 
 

Health and Exercise Studies Open when gep_category = HES
Each course in the Health and Exercise Studies category of the General Education Program will provide instruction and guidance that help students to:
 
 

 
 

 
 

 
 

 
&
 

 
 

 
 

 
 

Global Knowledge Open when gep_category = GLOBAL
Each course in the Global Knowledge category of the General Education Program will provide instruction and guidance that help students to achieve objective #1 plus at least one of objectives 2, 3, and 4:
 
 

 
 

 
Please complete at least 1 of the following student objectives.
 

 
 

 
 

 
 

 
 

 
 

US Diversity Open when gep_category = USDIV
Each course in the US Diversity category of the General Education Program will provide instruction and guidance that help students to achieve at least 2 of the following objectives:
Please complete at least 2 of the following student objectives.
 
 

 
 

 
 

 
 

 
 

 
 

 
 

 
 

Requisites and Scheduling
 
a. If seats are restricted, describe the restrictions being applied.
 

 
b. Is this restriction listed in the course catalog description for the course?
 

 
List all course pre-requisites, co-requisites, and restrictive statements (ex: Jr standing; Chemistry majors only). If none, state none.
 

 
List any discipline specific background or skills that a student is expected to have prior to taking this course. If none, state none. (ex: ability to analyze historical text; prepare a lesson plan)
 

Additional Information
Complete the following 3 questions or attach a syllabus that includes this information. If a 400-level or dual level course, a syllabus is required.
 
Title and author of any required text or publications.
 

 
Major topics to be covered and required readings including laboratory and studio topics.
 

 
List any required field trips, out of class activities, and/or guest speakers.
 

College(s)Contact NameStatement Summary
College of SciencesWenbin Lu I think there is no need to cross-list ECG 562 as a ST course. The Statistics Department offers an course "Applied Time Series Analysis" (ST534), which covers most statistical contents of the course ECG 562. I suspect that very few statistics graduate students will take the course ECG 562.
This is part of Dr. Kalnina's standard teaching load.

This course is intended to give students the skills to conduct empirical econometric analysis with primary focus on time series data methods and applications in macroeconomics, finance, and other fields. This course will also provide the students practical experience in applied econometrics using Matlab. 


Student Learning Outcomes

By the end of this course, the students will be able to:


1. Discuss the main empirical characteristics of macroeconomic and financial time series.


2. Derive the main theoretical properties of time series models (ARMA models, volatility models, etc.) 


3. Explain and motivate the estimation procedures of time series models (ARMA models, volatility models, etc.)


4. Implement in Matlab the estimation of time series models for a given data set


5. Derive the forecast formulas and implement them in practice with Matlab 


Evaluation MethodWeighting/Points for EachDetails
Multiple exams70Two midterms and one final.
Homework30Several homeworks.
TopicTime Devoted to Each TopicActivity
see the syllabus for details
mlnosbis 2/22/2018:
1) The course description on the syllabus does not match that on the CIM form. The CIM description is what will go in the catalog, so copy/paste the description from the syllabus if that is what you want in the catalog.
2) Syllabus notes:
-Use the new course title on the syllabus
-Instructor's email should be provided
-Include instructor's attendance policy. You mention this in the exams section, but it should be pulled out and expanded as its own item.
-Include instructor's policy on late work.

cohen 2/22/2018:
ECG 561 (Applied Econometrics I) is cross-listed with Statistics. Does it make sense to cross-list this course as well? Please consult with the Department of Statistics. Contact DGP (Dr. Wenbin Lu, wlu4@ncsu.edu) for consultation, and add the consultation summary to the consultation summary of the CIM form.

ABGS Reviewer Comments:
- Do students need a particular grade in ECG 561 (like a C or better) for the prerequisite? UPDATED
- Syllabus should include full textbook information, including price UPDATED
- The grading scale does not match the grading scale in the syllabus tool. The only way to make a B is to make an 86. However to make a C you can earn a 76 or 77 or to make an A you can make a 92-95. The intervals for the different grades are not equal. UPDATED
mlnosbis (Fri, 12 Jan 2018 15:34:07 GMT): Rollback: This is not a minor action since you are changing a topical problems course to a specific topic. Please provide the full course revision information on a major action.
sgallen (Tue, 16 Jan 2018 15:05:16 GMT): Rollback: Xiaoyong: I will send you an email detailing what will need to be added.
xzheng (Mon, 05 Mar 2018 18:11:41 GMT): The course description on the syllabus now matches with the one on the CIM form. The syllabus has also been revised to address the comments. We have also consulted with statistics DGP about cross-listing and his response is "Dear Xiaoyong, I think there is no need to cross-list ECG 562 as a ST course. The Statistics Department offers an course "Applied Time Series Analysis" (ST534), which covers most statistical contents of the course ECG 562. I suspect that very few statistics graduate students will take the course ECG 562. Best, Wenbin "
Key: 1879