Economics

Introduction to Econometrics (level 5)

Module code: L1090
Level 5
15 credits in autumn semester
Teaching method: Seminar, Lecture
Assessment modes: Computer based exam, Coursework

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.

Module learning outcomes

  • Have demonstrated a critical understanding of an appropriate number of specialised fields of economics (e.g. labour economics, development economics).
  • Have demonstrated a critical understanding of quantiative techniques appropriate to the study of economics or finance (as appropriate).
  • Have demonstrated an ability to carry out empirical work using appropriate techniques, understand the limitations of one's work and appreciate the uncertainties implicit or explicit in research results.
  • Have demonstrated competence in the use of an appropriate range of computer software, particularly relating to statistics and econometrics.