Introduction to Econometrics (level 5)
Module code: L1090
15 credits in autumn semester
Teaching method: Lecture, Seminar, Workshop
Assessment modes: Unseen examination, Coursework
You study the application of statistical methods to economic data and focus on regression analysis based on the ordinary least squares (OLS) principle.
You look at model specification and the analysis of regression disturbance problems, such as autocorrelation and heteroscedasticity.
Module learning outcomes
- Have demonstrated a critical understanding of an appropriate number of specialised fields of economics (e.g. labour economics, development economics).
- Have demonstrated a critical understanding of quantiative techniques appropriate to the study of economics or finance (as appropriate).
- Have demonstrated an ability to carry out empirical work using appropriate techniques, understand the limitations of one's work and appreciate the uncertainties implicit or explicit in research results.
- Have demonstrated competence in the use of an appropriate range of computer software, particularly relating to statistics and econometrics.