Module Identifier EC36220  
Module Title ECONOMETRICS 2  
Academic Year 2001/2002  
Co-ordinator Professor Andrew Henley  
Semester Semester 2  
Pre-Requisite EC36120  
Course delivery Lecture   10 Hours  
  Workshop   10 Hours Computer Workshop  
  Tutorial   5 Hours  
Assessment Semester Assessment   1500 word Computer Assignment   40%  
  Project report   3000 word project   60%  


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.

Learning outcomes

By the end of the module students should be able to:

Reading Lists

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