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).


67%: Lecture
33%: Practical (Workshop)


20%: Coursework (Essay)
80%: Examination (Take away paper)

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.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2022/23. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum. We’ll make sure to let you know of any material changes to modules at the earliest opportunity.