Introduction to Econometrics (level 5) (L1090)
15 credits, Level 5
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.
20%: Coursework (Problem Set)
80%: Examination (Unseen examination)
Contact hours and workload
This module is approximately 150 hours of work. This breaks down into about 32 hours of contact time and about 118 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.
This module is running in the academic year 2020/21. 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.
This module is offered on the following courses:
- Economics (with a professional placement year) BA
- Economics (with a professional placement year) BSc
- Economics BA
- Economics BSc
- Economics and Finance BSc
- Finance (with a professional placement year) BSc
- Finance BSc
- Finance and Business (with a professional placement year) BSc
- Finance and Business BSc
- Finance and Technology (with a professional placement year) BSc
- Finance and Technology BSc