|Module Title||ECONOMETRICS 1|
|Co-ordinator||Dr Bruce Morley|
|Course delivery||Lecture||10 Hours|
|Practical||10 Hours Computer practical plus Class Essay - 5 hours|
|Course work||Coursework element is based on an assignment which entails the preparation of a report based on the computer practical work||40%|
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.
On completion students should 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
The current year's module outline can be found via The School's website
Gujarati, D. (1995) Basic Econometrics. 3rd.
Enders, W. (1995) Applied Econometrics Time Series.
Johnson, J and Dinardo, J. (1997) Econometric Methods. 4th.