Module Identifier EC36220  
Module Title ECONOMETRICS 2  
Academic Year 2003/2004  
Co-ordinator Mr Bruce Morley  
Semester Semester 2  
Pre-Requisite EC36120  
Course delivery Lecture   10 Hours  
  Workshop   10 Hours Computer Workshop  
  Seminars / Tutorials   5 Hours  
Assessment TypeAssessment Length/DetailsProportion
Semester Assessment 1500 word Computer Assignment  40%
Semester Assessment 3000 word project  60%

Learning outcomes

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


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.

Reading Lists

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


This module is at CQFW Level 6