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2011/2 Provisional Module Catalogue - UNDER CONSTRUCTION & SUBJECT TO CHANGE
 Module Code: ECOM022 Module Title: QUANTITATIVE METHODS IN ECONOMICS
Module Provider: Economics Short Name: EC603A
Level: M Module Co-ordinator: GABRIEL V Dr (Economics)
Number of credits: 15 Number of ECTS credits: 7.5
 
Module Availability

Autumn
Assessment Pattern
Unit(s) of Assessment

Weighting Towards Module 
Mark (%)
Coursework

100

Qualifying Condition(s)
A weighted aggregated mark of 50% is required to pass the module
Module Overview

This module lays the statistical and econometric foundations for subsequent applied work, covering fundamental topics concerning estimation and inference of econometric models
Prerequisites/Co-requisites
It is expected that students would have passed ECOM011 Preliminary Quantitative Methods

 
Module Aims

This module is an introduction to the methods of specification, estimation and testing of econometric models. The techniques are applied to real data making use of the econometric package EViews
Learning Outcomes

By the end of the module students will:

  • Understand the principles of estimation and hypothesis testing
  • Know the properties of different estimators and tests
  • Be able to apply econometric techniques to actual data using a  
    computer package
  • Be critically aware of the assumptions made in building econometric models

     

     

     

     

     

     

     

     

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    Module Content

    The following is an indication of the likely topics to be covered: 

  • The nature of econometrics and economic data.
  • Properties of OLS estimators.
  • Regression analysis using cross sectional data.
  • Regression analysis using qualitative information.
  • Heteroskedaticity.
  • Functional form
  • Autocorrelation

     

     

     

     

     

     

     

     

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    Methods of Teaching/Learning

    Lectures (20 hrs)Tutorial (10 hrs) 
    Readings using lecturers guidance
    Preparing presentations
    Responding to questions in class
    Producing coursework assignments
    Selected Texts/Journals

    Indicative Reading 
    Dougherty, C, (2002), Introduction to Econometrics, 2nd edition OUP
    Gujarati, D, (2003), Basic Econometrics, 4th edition, McGraw-Hill
    Maddala, G, S, (1992), Introduction to Econometrics, 3rd edition, Macmillan
    Stewart, J and Gill, L, (1998), Econometrics, 2nd edition, Prentice Hall
    Thomas, R, L, (1993), Introductory Econometrics, 2nd edition, Longman
    Last Updated

    10 March 2011