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2011/2 Provisional Module Catalogue - UNDER CONSTRUCTION & SUBJECT TO CHANGE
 Module Code: ECO2047 Module Title: INTRODUCTORY ECONOMETRICS
Module Provider: Economics Short Name: ECO2047
Level: HE2 Module Co-ordinator:
Number of credits: 15 Number of ECTS credits: 7.5
 
Module Availability
Autumn
Assessment Pattern
Unit(s) of Assessment 

Weighting Towards Module Mark (%)
Multiple choice test

30
Computer lab test

70

Qualifying Condition(s)
A weighted aggregate mark of 40% is required to pass the module
Module Overview

This module will provide students with the basic mechanics, both in terms of the theoretical background and the practical skills, for carrying out applied econometrics
Prerequisites/Co-requisites
None
Module Aims
This module aims to provide students with the basic mechanics, both in terms of theoretical background and the practical skills, for carrying out applied econometrics
Learning Outcomes

By the end of the module students will:-

  • have gained experience in the analysis and use of empirical data in economics
  • have learnt how to turn an economic model into an econometric model
  • be able to provide an economic interpretation of parameters (e.g. in levels and elasticities)
  • be able to formulate economic hypotheses as statistical tests and be able to carry out these tests and interpret their results
  • be able to show how regrression analysis can be implemented using econometric software
Module Content
  • The following is an indication of the likely topics covered:-
  • introduction and simple OLS
  • properties of OLS regression
  • multiple OLS regression
  • transformation of variables
  • dummy variables
  • model specification
  • heteroskedasticity


Methods of Teaching/Learning
Lectures (11) and Classes (10)
Selected Texts/Journals
J.H. Stock and M.W. Watson, Introduction to Econometrics 2nd edition, Pearson International Edition
J.M. Wooldridge, Introductory Econometrics, 3rd edition, South-Western
R.C> Hill, W.E, Griffiths, G.C. Lim, Principles of Econometrics, 3rd edition, Wiley
D. N. Gujarati, Basic Econometrics 4th edition McGraw Hill
D. N. Gujarati, Essential Econometrics 3rd edition McGraw Hill
C. Dougherty, Introduction to Econometrics, 3rd edition, Oxford University Press
Last Updated

10 March 2011