Econometric Methods for Research - ECO00090M
Module summary
To understand and apply econometric techniques used in modern
economic and finance research
Module will run
| Occurrence | Teaching period |
|---|---|
| A | Semester 1 2023-24 |
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:
¿ Understand and apply the concepts of multiple linear regression, instrumental variables regression, systems of equations, nonlinear regression, maximum likelihood and
generalised method of moments estimation, testing a statistical hypothesis
¿ Explain why these concepts are relevant in economics and finance
¿ Apply these concepts to some economic and finance examples, including permanent income hypothesis, CAPM and Consumption based CAPM
Indicative assessment
| Task | % of module mark |
|---|---|
| Online Exam - 24 hrs (Centrally scheduled) | 100.0 |
Special assessment rules
None
Indicative reassessment
| Task | % of module mark |
|---|---|
| Online Exam - 24 hrs (Centrally scheduled) | 100.0 |
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.