|Module Title||ECONOMETRICS 2|
|Co-ordinator||Professor Andrew Henley|
|Course delivery||Lecture||10 Hours|
|Workshop||10 Hours Computer Workshop|
|Assessment||Assignment||1500 word Computer Assignment||25%|
|Project report||3000 word project||75%|
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.
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.
By the end of the module students should be able to:
The current year's module outline can be found via The School's website
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