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Econometric Methods for Research - ECO00015H

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  • Department: Economics and Related Studies
  • Module co-ordinator: Dr. Francesco Bravo
  • Credit value: 20 credits
  • Credit level: H
  • Academic year of delivery: 2024-25

Related modules

Co-requisite modules

  • None

Prohibited combinations

  • None

Additional information

Prerequisite: Econometrics and Econometric Theory

Module will run

Occurrence Teaching period
A Semester 1 2024-25

Module aims

To understand some of the econometric techniques used in modern economic research.

Module learning outcomes

On completing the module a student will be able to:

  • Define and illustrate the concepts of multiple linear regression, simultaneous equations models, nonlinear models, maximum likelihood and generalised method of moments
  • Explain why these concepts are important in econometrics
  • Apply these concepts to some simple examples
  • Define and illustrate the concept of statistical hypothesis


Task Length % of module mark
Online Exam - 24 hrs (Centrally scheduled)
Econometric Methods for Research
8 hours 100

Special assessment rules



Task Length % of module mark
Online Exam - 24 hrs (Centrally scheduled)
Econometric Methods for Research
8 hours 100

Module feedback

Feedback will be made available according to University guidelines.

Indicative reading

Wooldrigde, J. (2010). Econometric Analysis of Cross Sections and Panel data. MIT Pressl.

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.