Applied Econometrics (L1062)

15 credits, Level 6

Autumn 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).

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 2026/27. 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.

Courses

This module is offered on the following courses: