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Econometrics A

Module Code: ECU33091

Module Title: Econometrics A

  • ECTS Weighting: 5
  • Semester/Term Taught: Semester 1
  • Contact Hours: 22 hours of lectures, 10 hours of computer workshops
  • Module Personnel: Lecturer - Prof. Barra Roantree

Learning Outcomes

On successful completion of this module, you will be able to:

  • Demonstrate an understanding of and be able to critically assess fundamental techniques and methods of econometrics analysis
  • Be able to apply these techniques and methods to datasets using the Stata statistical software package
  • Use STATA to estimate econometric models.

Module Learning Aims

This module provides an introduction to the theory and methods of modern econometrics: a set of techniques and methods to answer economic questions with data. It begins by reviewing and extending the statistical material covered in the senior freshman year. Following this, students are guided through the fundamental principles of econometrics and working through to more advanced topics as the module progresses. The module provides a balance between core theoretical material and an extensive applied component which aims to develop student's practical skills necessary to conduct independent applied research.

Module Content

Topics discussed during Michaelmas Term include:

  • What is econometrics and why is it useful? (Stock and Watson, Chapter 1).
  • Review of Probability and Statistics (S&W Chapter 2).
  • Linear regression
    • Regression with one regressor (S&W Chapters 4-5).
    • General case (S&W Chapters 6-8).
    • Assessing studies based on regression (S&W Chapter 9; Angrist and Pischke, Chapter 2).
  • Experiments and quasi-experiments (S&W Chapter 13; A&P Chapter 1, 4, 5).

Recommended Reading List

  • Stock, J.H. and M.W. Watson. Introduction to Econometrics, Pearson (4e), 2019.
  • Angrist, J.D. and Pischke, J. Mastering Metrics, Princeton University Press, 2015

Module Pre Requisite

ECU22031 & ECU22032 Mathematical and Statistical Methods

Module Co- Requisite

ECU33092 Econometrics B

Assessment Details

  • A computer assignment which is worth 30% of the overall grade.
  • A final exam which is worth 70% of the overall grade.

Module Website