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Econometrics I
Classical Linear Regression, Maximum Likelihood, Panel Data, Limited Dependent Variables.

Module Code: EC7003

  • ECTS Credit: 10
  • Mandatory/Optional: Mandatory
  • Module Coordinator: Prof . Carol Newman

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 course begins with revision of some of the fundamental concepts and aims to extend students' understanding of the subject to an advanced level as each part progresses. The course 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 focusing on applying the theoretical concepts explored in lectures to real data.

Learning Outcomes

Students attending this course will deepen their theoretical knowledge of the list of topics below and, thus, develop the necessary practical skills to estimate their own micro and macro economic models. Lectures will be accompanied by tutorials and computer sessions. These applied sessions will instruct students primarily in the use of Stata 14.

Syllabus

Topics covered in this module include:

  • Classical Linear Regression
  • Maximum Likelihood
  • Panel Data
  • Limited Dependent Variables.

Assessment

Assessment for the module is based on a combination of coursework, consisting of problem sheets, lab exercises and one applied project, and a 3 hour examination