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Econometrics I - ECO00013M

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  • Department: Economics and Related Studies
  • Module co-ordinator: Prof. Michael Thornton
  • Credit value: 10 credits
  • Credit level: M
  • Academic year of delivery: 2021-22
    • See module specification for other years: 2022-23

Module will run

Occurrence Teaching period
A Autumn Term 2021-22

Module aims

to provide an introduction to the estimation, testing and interpretation of linear and non-linear econometric models.

to develop mathematical, interpretive, and practical skills that are required when using these techniques;

to provide experience in using modern econometric software.

Module learning outcomes

On completing the module a student should be able to:

recognise and interpret various mathematical objects that arise in the theory of least squares estimation and testing;

offer correct interpretation of empirical estimation results;

present and derive key statistical results discussed during the module at an appropriate mathematical level.


Task Length % of module mark
Closed/in-person Exam (Centrally scheduled)
Econometrics I & II - Spring
2 hours 100

Special assessment rules



Task Length % of module mark
Closed/in-person Exam (Centrally scheduled)
Econometrics I & II - Spring
2 hours 100

Module feedback

Feedback will be returned to students according to University guidelines.

Indicative reading

Heij, C. et al, Econometric Methods with Application in business and Economics Oxford University Press 2004. (Core Text)

The information on this page is indicative of the module that is currently on offer. The University is constantly exploring ways to enhance and improve its degree programmes and therefore reserves the right to make variations to the content and method of delivery of modules, and to discontinue modules, if such action is reasonably considered to be necessary by the University. Where appropriate, the University will notify and consult with affected students in advance about any changes that are required in line with the University's policy on the Approval of Modifications to Existing Taught Programmes of Study.