Module Identifier EC36120  
Module Title ECONOMETRICS 1  
Academic Year 2007/2008  
Co-ordinator To Be Arranged  
Semester Semester 1  
Pre-Requisite EC30920  
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%
Supplementary Assessment2 Hours examination and/or resubmission of coursework100%

Learning outcomes

On successful completion of this module students should be able to:
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.

Brief description

This module presents an advanced econometrics course, which is based around a series of computer practicals.


Revision of Gauss-Markov assumptions
Dynamic models
Stationary time series data
Two stage least squares

Transferable skills

Independent work on coursework requiring basic researching skills. Extensive use of computers, including the use of statistical software.

Reading Lists

** Recommended Text
Verbeek, M (2002) A Guide to Modern Econometrics Cambridge University Press
** Supplementary Text
Brooks, Chris (2002 (various p) Introductory econometrics for finance /Chris Brooks. Cambridge University Press 052179367X


This module is at CQFW Level 6