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Econometric Theory II - ECO00021I

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  • Department: Economics and Related Studies
  • Module co-ordinator: Prof. Takashi Yamagata
  • Credit value: 10 credits
  • Credit level: I
  • Academic year of delivery: 2022-23

Related modules

Pre-requisite modules

Co-requisite modules

Prohibited combinations

  • None

Module will run

Occurrence Teaching cycle
A Spring Term 2022-23

Module aims

To introduce the student to a number of methods and models central to the understanding of Econometrics

Module learning outcomes

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

  • Derive a range of estimators and test statistics for the linear regression model using matrix notation.
  • Demonstrate the properties of these estimators under differing assumptions; and,
  • Explore a range of statistics for testing those assumptions.


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

Special assessment rules


Additional assessment information

This will test the ability to construct and communicate a mathematical argument and to solve problems. Practice questions will be discussed in seminars.


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

Module feedback

Information currently unavailable

Indicative reading

Students are advised to ensure that they have full access to either of the general texts,
Johnston, J. Econometric Methods. McGraw-Hill. or
Green, W H. Econometric Analysis. Prentice-Hall.
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.