|| EC36120 |
|| ECONOMETRICS 1 |
|| 2007/2008 |
|| To Be Arranged |
|| Semester 1 |
|| EC30920 |
| Course delivery
|| Lecture || 10 Hours. |
|| Practical || 10 Hours. Computer practical plus Class Essay - 5 hours |
|Assessment Type||Assessment Length/Details||Proportion|
|Semester Exam||2 Hours ||60%|
|Semester Assessment|| Coursework element is based on an assignment which entails the preparation of a report based on the computer practical work||40%|
|Supplementary Assessment||2 Hours examination and/or resubmission of coursework||100%|
Learning outcomesOn successful completion of this module students should be able to:
have an extensive knowledge of time series techniques, especially dynamic modelling and advanced diagnostic tasks.
The students should have gained experience with Microfit and be able to complete the econometric investigation of small scale projects. In addition to dynamic modelling they should also be able to recognise the circumstances when simultaneous equation analysis is appropriate
This module leads on from EC30900, aiming to give a more advanced approach to econometrics. Particular emphasis is on applied work using Microfit with topics in a wide area of time series analysis being covered.
This module presents an advanced econometrics course, which is based around a series of computer practicals.
Revision of Gauss-Markov assumptions
Stationary time series data
Two stage least squares
Independent work on coursework requiring basic researching skills. Extensive use of computers, including the use of statistical software.
** Recommended Text
Verbeek, M (2002) A Guide to Modern Econometrics
Cambridge University Press
** Supplementary Text
Brooks, Chris (2002 (various p) Introductory econometrics for finance /Chris Brooks.
Cambridge University Press 052179367X
This module is at CQFW Level 6