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Statistics & Econometrics - ECO00037M

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  • Department: Economics and Related Studies
  • Module co-ordinator: Prof. Takashi Yamagata
  • Credit value: 20 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

SE provides an introduction to a range of statistical and econometric techniques commonly used in quantitative analysis. Special attention is given to the ideas behind the techniques, rather than to memorization of the techniques themselves.

Module learning outcomes

On completing the module a student will be able to:

define and illustrate the concepts of probability, random variables, point and interval estimation, hypotheses testing, correlation, estimation and statistical inference using the regression model; heteroskedasticity; autocorrelation; specification errors; dummy variables; instrumental variables techniques; binary choice models.

explain why these concepts are important in quantitative analysis,

apply these concepts to a real world situation,

use a statistical computer package.

Assessment

Task Length % of module mark
Online Exam -less than 24hrs (Centrally scheduled)
Statistics and Econometrics		 3 hours 100

Special assessment rules

None

Reassessment

Task Length % of module mark
Online Exam -less than 24hrs (Centrally scheduled)
Statistics and Econometrics		 3 hours 100

Module feedback

Information currently unavailable

Indicative reading

Dougherty, C.c Introduction to Econometrics, Oxford University Press, 4th Edition, 2011.


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.