Introduction to Econometrics (level 5) (L1090)

15 credits, Level 5

Autumn teaching

On this module, you’ll study the application of statistical methods to economic data, with a focus on regression analysis using the ordinary least squares (OLS) principle.

Topics covered include:

  • model specification
  • analysis of regression disturbance problems, such as autocorrelation and heteroscedasticity.

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: