Course finder
Semester 1
Essentials of Econometrics (ECNM10052)
Subject
Economics
College
CAHSS
Credits
20
Normal Year Taken
3
Delivery Session Year
2022/2023
Pre-requisites
Visiting students must have an equivalent of at least 4 semester-long Economics courses at grade B or above for entry to this course. This MUST INCLUDE courses in Intermediate Macroeconomics (with calculus); Intermediate Microeconomics (with calculus); and Probability and Statistics. If macroeconomics and microeconomics courses are not calculus-based, then, in addition, Calculus (or Mathematics for Economics) is required at grade B or above.
Course Summary
Essentials of Econometrics provides an introduction to econometric theory and practice for advanced undergraduate students who have completed courses in probability and statistics, microeconomics and macroeconomics. EE aims to ensure that all economics honours students have a sound grasp of the basic techniques of modern empirical economics.
Course Description
Essentials of Econometrics (EE) provides an opportunity to learn skills that are important for later stages of the Economics programme, and many future career and life contexts. EE aims to ensure that all economics honours students have a sound grasp of the basic techniques of modern empirical economics. The topics covered are likely to include: statistics (review of probability distributions, statistical inference, estimation and hypothesis testing); the linear regression model (two-variable model, multiple regression, functional forms, dummy variables); regression analysis in practice (model selection criteria and tests, multicollinearity, heteroskedasticity, autocorrelation). EE includes weekly lab sessions to reinforce lectures, with exercises which foster 'learning-by-doing'. The course provides an opportunity to develop and practice key practical skills in computing, data gathering, processing, analysis and presentation.
Assessment Information
Written Exam 75%, Coursework 25%, Practical Exam 0%
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Disclaimer
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