Accessibility statement

Project - ECO00033M

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

Module will run

Occurrence Teaching period
A Autumn Term 2022-23 to Spring Term 2022-23

Module aims

to instruct you how to use the various types of data sources that are available to you, both electronically and through libraries;

through case studies to show you how to apply econometric analysis to estimate the parameters of various economic models and to test various economic hypotheses;

to give you practical experience in formulating, estimating and testing a particular model and in writing up your results.

Module learning outcomes

On completing the module a student will:

know how to access and transfer the main UK time series and cross sectional data sets electronically;

know how to access and use a selection of econometric packages;

appreciate how to use economic theory and econometrics to develop empirical models in applied fields;

know how to evaluate models;

have undertaken a study of your own and written up the results.

Students are required to successfully complete Econometrics 1 in the Autumn term of their Master’s program.

Assessment

Task Length % of module mark
University - project
Project		 N/A 100

Special assessment rules

None

Reassessment

Task Length % of module mark
University - project
Project		 N/A 100

Module feedback

Feedback will be returned to students according to University regulations.

Indicative reading

The main references for the microeconometric theory and Stata programming are the following.

Colin Cameron and Pravin K. Trivedi (2005) Microeconometrics: Methods and Applications, Cambridge University Press

Colin Cameron and Pravin K. Trivedi (2010) Microeconometrics using Stata, Stata Press

Greene W.H. (2003) Econometric Analysis, Prentice Hall

Wooldridge J.M. (2002) Econometric Analysis of Cross Section and Panel Data, Massachusetts Institute of Technology

The main references for the macro and time-series econometric theory are:

Hamilton, J., Time Series Analysis, Princeton, 1994.

Enders, W., Applied Econometric Times Series, 3rd Edition, John Wiley, 2009.

The reading for the module is tied to the case studies.


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.