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Econometric Theory I - ECO00019I

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

Related modules

Pre-requisite modules

  • None

Co-requisite modules

Prohibited combinations

  • None

Module will run

Occurrence Teaching period
A Autumn Term 2022-23

Module aims

The module aims to:

  • Define, illustrate and utilise the basic results in statistical theory, such as moment generating functions, modes of convergence, maximum likelihood estimation .
  • Combine this knowledge to develop an understanding of multivariate random variables
  • Explore the relationship between the multivariate normal, Chi-square, t and F distributions

Module learning outcomes

On successfully completing the module the student will be able to:

  • Define, illustrate and utilise the basic results in linear and matrix algebra, such as linear spaces, bases, orthogonality, inverses and determinants, eigenvalues/vectors and linear and quadratic forms
  • Define, illustrate and utilise the basic results in statistical theory, such as moment generating functions, modes of convergence, maximum likelihood estimation
  • Combine this knowledge to develop an understanding of multivariate random variables
  • Explore the relationship between the multivariate normal, Chi-square, t and F distributions

Assessment

Task Length % of module mark
Closed/in-person Exam (Centrally scheduled)
Closed exam : Econometric Theory 1		 2 hours 100

Special assessment rules

None

Reassessment

Task Length % of module mark
Closed/in-person Exam (Centrally scheduled)
Closed exam : Econometric Theory 1		 2 hours 100

Module feedback

Information currently unavailable

Indicative reading

Hogg, R., McKean, J, Craig, A. Introduction to Mathematical Statistics. 7th ed., Upper Saddle River, N J., London., Pearson Education c2005.
Other specific reading will be announced, where applicable, during the course.


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.