Econometric Theory
| Code | School | Level | Credits | Semesters |
| ECON4001 | Economics | 4 | 15 | Autumn UK |
- Code
- ECON4001
- School
- Economics
- Level
- 4
- Credits
- 15
- Semesters
- Autumn UK
Summary
Core techniques of econometric theory, including detailed analysis of the multiple linear regression model large sample theory asymptotic testing procedures non-linear techniques and mis-specification testing.
Target Students
Available for PGT and PGR students on Economics degree programmes. Also available for students on the MSc Financial and Computational Mathematics degree.
Classes
This module is delivered through a combination of lectures and tutorials.
Assessment
- 100% Exam 1 (2-hour): Exam
Assessed by end of autumn semester
Educational Aims
The main aims of the module are:To introduce core techniques of econometric theory, including detailed analysis of the multiple linear regression model large sample theory asymptotic testing procedures non-linear techniques and mis-specification testing.The introduction of the Box-Jenkins approach to time series model building and forecasting.Introduce the concept of unit roots, and the consequences of that concept for the analysis of economic time series.Introduce further time-series analytic concepts and tools that have found wide applicability in the analysis of economic data.Learning Outcomes
A. Knowledge and Understanding. Students should demonstrate:
A1. A broad knowledge of advanced core areas of economics, including economic concepts, principles and tools
A3. An understanding of advanced quantitative methods
C. Professional and practical skills. Students should be able to:
C1. Understand principles of research design and strategy
C3. Apply appropriate quantitative methods (mathematical, statistical, graphical) to data and evidence.
Conveners
- Prof Stephen James Leybourne