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 TypeAssessment Length/DetailsProportion
Semester Exam2 Hours  60%
Semester Assessment Coursework element is based on an assignment which entails the preparation of a report based on the computer practical work40%

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


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

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


This module is at CQFW Level 6