Module Identifier | EC30920 | ||
Module Title | INTRODUCTION TO ECONOMETRICS | ||
Academic Year | 2000/2001 | ||
Co-ordinator | Dr Bruce Morley | ||
Semester | Semester 2 (Taught over 2 semesters) | ||
Other staff | Professor John Cable | ||
Pre-Requisite | EC10120 or EC10510, EC10320 or EC10610, EC10910 or AC10410 or equivalent introductory statistics module | ||
Course delivery | Lecture | 30 Hours 30 x 1 hour | |
Seminar | 6 Hours 6 seminar classes | ||
Practical | 6 Hours 6 PC practical workshops | ||
Assessment | Exam | 3 Hours | 80% |
Course work | 2 pieces | 20% |
Brief description
This module introduces students to linear regression in economics, and the estimation, inference and hypothesis testing procedures involved. It builds from this introduction to help students to understand the implications of the failure of the assumptions which are fundamental to Ordinary Least Squares (autocorrelation, heteroscedasticity and multicollinearity) and the remedies to these failures.
Module outline
The current year's module outline can be found via The School's website
Reading Lists
Books
C Dougherty. (1992)
Introduction to Econometrics.
H Pebsaran and B Pebaran. (1997)
Working with Microfit 4.
G Koop. (2000)
Analysis of Economic Data.