Module code: L1062
15 credits in spring semester
Teaching method: Lecture, Seminar
Assessment modes: Unseen examination, Coursework
This module examines in greater depth topics covered in the Introduction to Econometrics module. The module explores the analysis of time series data with particular reference to unit root testing, cointegration and dynamic modelling, and also examines the use of models with limited dependent variables (eg the probit model).
Module learning outcomes
- Have demonstrated a systematic understanding of an appropriate number of specialised fields of economics (e.g. labour economics, development economics)
- Have demonstrated a systematic understanding of quantitative 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 high level competence in the use of an appropriate range of computer software, particularly relating to statistics and econometrics.