Module Identifier EC36220  
Module Title ECONOMETRICS 2  
Academic Year 2007/2008  
Co-ordinator To Be Arranged  
Semester Intended for use in future years  
Next year offered N/A  
Next semester offered N/A  
Pre-Requisite EC36120  
Course delivery Lecture   10 Hours.  
  Workshop   10 Hours. Computer Workshop  
  Seminars / Tutorials   5 Hours.  
Assessment
Assessment TypeAssessment Length/DetailsProportion
Semester Assessment 3000 word project  60%
Semester Assessment 1500 word Computer Assignment  40%

Learning outcomes

On successful completion of this module students should be able to:

Aims

The module will follow on from EC31110 Econometrics 1, to provide students with an advanced understanding of the techniques and quantitative methods employed in applied research in Economics. Econometrics 2 will cover more advanced topics in applied econometrics. The approach in Module 2 will be to provide a familiarity with different empirical approaches, rather than detailed advanced study.

Objectives

On completion students should have gained a working familiarity with more advanced applied econometric techniques as used in Economics for the investigation of time series data, simultaneious equations estimation and data relating to panel and cross-sectional analysis. The approach will remains "hands-on" with computer exercises using Microfit and Limdep packages, with the objective that students should become proficient at undertaking econometric investigaiton of small scale research projects.

Reading Lists

Books
D Gujarati (1995) Basic Econometrics 3rd ed. McGraw-Hill
J Johnston and J DiNardo (1997) Econometric Methods 4th ed. McGraw-Hill
W Enders (1995) Applied Econometrics Time Series John Wiley

Notes

This module is at CQFW Level 6