Module Identifier EC36120  
Module Title ECONOMETRICS 1  
Academic Year 2001/2002  
Co-ordinator Mr Bruce Morley  
Semester Semester 1  
Course delivery Lecture   10 Hours  
  Practical   10 Hours Computer practical plus Class Essay - 5 hours  
Assessment Course work   Coursework element is based on an assignment which entails the preparation of a report based on the computer practical work   40%  
  Exam   2 Hours   60%  


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.

Brief description

This module provides a thorough treatment of some advanced topics in econometrics.


Learning outcomes

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. They should be able to interpret econometric results with regard to policy changes and recent developments in the UK economy.

Transferable skills

Reading Lists

Gujarati, D. (1995) Basic Econometrics. 3rd.
Enders, W. (1995) Applied Econometrics Time Series.
Johnson, J and Dinardo, J. (1997) Econometric Methods. 4th.