Applied Econometrics (L1062)

15 credits, Level 6

Spring teaching

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).

Teaching

35%: Lecture
65%: Practical (Workshop)

Assessment

20%: Coursework (Essay)
80%: Examination (Unseen examination)

Contact hours and workload

This module is 150 hours of work. This breaks down into 31 hours of contact time and 119 hours of independent study.

This module is running in the academic year 2019/20. We also plan to offer it in future academic years. It may become unavailable due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of such changes to modules at the earliest opportunity.

Courses

This module is offered on the following courses: