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Econometric Methods for Research - ECO00090M

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  • Department: Economics and Related Studies
  • Module co-ordinator: Dr. Francesco Bravo
  • Credit value: 20 credits
  • Credit level: M
  • Academic year of delivery: 2024-25
    • See module specification for other years: 2023-24

Module summary

To understand and apply econometric techniques used in modern

economic and finance research

Module will run

Occurrence Teaching period
A Semester 1 2024-25

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

Assessment

Task Length % of module mark
Online Exam - 24 hrs (Centrally scheduled)
Open exam : Econometric Methods for Research		 8 hours 100

Special assessment rules

None

Reassessment

Task Length % of module mark
Online Exam - 24 hrs (Centrally scheduled)
Open exam : Econometric Methods for Research		 8 hours 100

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.


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.