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MA Economics / Course details

Year of entry: 2020

Course unit details:
Introduction to Econometrics

Unit code ECON60611
Credit rating 15
Unit level FHEQ level 7 – master's degree or fourth year of an integrated master's degree
Teaching period(s) Semester 1
Offered by Economics
Available as a free choice unit? Yes

Aims

The aims of this course are to:

(i) provide an introduction to econometric methods that will assist students in understanding empirical research in their field;

(ii) enable students to apply these methods in their own research.

Learning outcomes

At the end of the course students should be able to:

(i) demonstrate their understanding of the appropriate econometric methods for analysing data;

(ii) interpret computer output for the estimation and testing of econometric relationships;

(iii) interpret and discuss results.

Syllabus

Lecture 1 and 2: What Econometrics is about and the Simple Regression Model (Chapters 1 and 2)

Lecture 3: The Simple Regression Model: Estimation and Inference (Chapter 2)

Lecture 4: Multiple Regression  I: Estimation (Chapter 4)

Lecture 5: Multiple Regression II: Inference (Chapter 4)

Lecture 6: Asymptotic Inference and Instrumental Variables (Chapter 5 and 15)

Lecture 7: Heteroscedasticity (Chapter 8)

Lecture 8: Categorical variables and introduction to Panel Data (Chapter 7 and parts of Chapter 13)

Lecture 9: Binary response models (parts of Chapters 7 and 17)

Lecture 10: Introduction to time-series (parts of Chapters 10 and 11)

 

The chapter numbers above refer to the main text for this course:

Wooldridge, J.M. (2013) Introductory Econometrics: A Modern Approach, 5th ed., Cengage (If you can get hold

of the 4th edition that is absolutely sufficient.)

The lecturer will follow this text closely and it is essential that students buy a copy and use it to support the

lectures.

 

Teaching and learning methods

Lecture & Tutorial

Assessment methods

Method Weight
Other 40%
Written exam 60%

10% Introduction to Quantitative Methods in Economics – Exam results

10% Midterm test

20% Coursework

 

 

Recommended reading

Wooldridge, J.M. (2013) Introductory Econometrics: A Modern Approach, 5th ed., Cengage (If you can get hold

of the 4th edition that is absolutely sufficient.)

 

The lecturer will follow this text closely and it is essential that students buy a copy and use it to support the

lectures.

 

Study hours

Scheduled activity hours
Lectures 20
Tutorials 9
Independent study hours
Independent study 121

Teaching staff

Staff member Role
James Lincoln Unit coordinator

Additional notes

Timetable


Lecture: Monday 12pm - 2pm,

Tutorial: Wednesday 11am - 12pm,

 

Pre-requisite: ECON60901 Introduction to Quantitaive Methods

 

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