| Module Identifier |
EC36120 |
| Module Title |
ECONOMETRICS 1 |
| Academic Year |
2003/2004 |
| Co-ordinator |
Mr Bruce Morley |
| Semester |
Semester 1 |
| Course delivery |
Lecture | 10 Hours |
| |
Practical | 10 Hours Computer practical plus Class Essay - 5 hours |
| Assessment |
| Assessment Type | Assessment Length/Details | Proportion |
|---|
| Semester Exam | 2 Hours | 60% |
| Semester Assessment | Coursework element is based on an assignment which entails the preparation of a report based on the computer practical work | 40% |
|
Learning outcomes
On successful completion of this module students should be able to:
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
Aims
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.
Reading Lists
Books
Gujarati, D (1995) Basic Econometrics
3rd.
Enders, W (1995) Applied Econometrics Time Series
Johnson, J and Dinardo, J (1997) Econometric Methods
4th.
Notes
This module is at CQFW Level 6