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Econometrics (ECON0108)

Key information

Faculty
Faculty of Social and Historical Sciences
Teaching department
Economics
Credit value
15
Restrictions
N/A
Timetable

Alternative credit options

This module is offered in several versions which have different credit weightings (e.g. either 15 or 30 credits). Please see the links below for the alternative versions. To choose the right one for your programme of study, check your programme handbook or with your department.

  1. Econometrics (ECON0064)

Description

Summary: This part of the course discusses estimation and inference in econometric models. The 铿乶al couple of lectures will introduce basic elements of time series analysis.

Prerequisites: The course assumes knowledge of Econometrics at the MSc level. The following concepts are taken for granted: random variables, distribution functions (marginal, joint, conditional), transformations of random variables, independence, expectations, conditional expectations, moments, covariance and correlation, (multivariate) normal distribution. To review these topics, see the 铿乺st few chapters of Casella and Berger (2001). Importantly, I will also assume knowledge of most of the 铿乺st chapter of the recommended textbook (chapters 1.1鈥�1.6 of Hayashi (2000)), which includes: the classical linear regression model, OLS estimation, 铿乶ite-sample properties of OLS, hypothesis testing under normality, GLS estimation. Part of this material will be covered by problem sets, but it is a good idea to read up on it beforehand.

Module deliveries for 2024/25 academic year

Intended teaching term: Terms 1 and 2 听听听 Postgraduate (FHEQ Level 7)

Teaching and assessment

Mode of study
In person
Methods of assessment
100% Exam
Mark scheme
Numeric Marks

Other information

Number of students on module in previous year
34
Module leader
Professor Andrew Chesher

Last updated

This module description was last updated on 19th August 2024.

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Sustainability

For a list of modules related to climate change as well as social and environmental sustainability at 乱伦秀, type 'climate' or 'sustainability' into the search. Visit Sustainable 乱伦秀 for information on extra-curricular activity on sustainability.

Important information

The catalogue has been updated with key information about the modules that will run during the 2024/25 academic session. Current and prospective students can browse through the catalogue to consider possible module choices for the coming year.

Please note,听information in the catalogue is听subject to change as teaching and assessment arrangements for 2024/25 may need to be adjusted in line with the University's Feedback and Assessment principles and operating model.

Centrally managed exam durations will be provided on students' individual exam timetables. Arrangements for locally managed timed assessments and in-class activity will be confirmed by the teaching department for the module.

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