Econometrics II
Module Code: EC7004
- ECTS Credit: 10
- Mandatory/Optional: Mandatory
- Module Coordinator: Mr. Michael Curran, Prof Agustin Bénétrix
Aims of Module
The aim of this module is to provide students with the skills required to undertake independent applied research using modern econometric methods. The module attempts to provide a balance between theory and applied research.
Module Delivery
The module will be delivered through a combination of lectures (18 hours) dealing primarily with theoretical issues and workshops (18 hours) involving smaller group work focussing on applying the theoretical concepts explored in lectures to real data.
Learning Outcomes
Students attending this course will deepen their theoretical knowledge of a range of topics in econometrics and develop the necessary practical skills to estimate their own micro and macro economic models. The workshops accompanying lectures will instruct students in the use of econometrics software necessary for applied work.
Syllabus
Topics covered in this module include:
- Indentification
- Stationary time series
- Forecasting
- Filtering and Simulation
Assessment
Assessment for the course is based on a combination of coursework, consisting of problem sheets and one supervised applied project, and a 3 hour examination.