Econometric principles and data analysis

M430

This module provides an introduction to econometric methods. It examines the assumptions that are necessary for the estimators to have desirable properties, and the assumptions necessary for us to make statistical inference based on estimated models.

Study as an individual module

You are provided with EViews econometric software as part of the module.

Topics covered

Unit 1: Introduction to Econometrics and Regression Analysis
Unit 2: The Classical Linear Regression Model
Unit 3 Hypothesis Testing
Unit 4: The Multiple Regression Model
Unit 5: Heteroscedasticity
Unit 6: Autocorrelation
Unit 7: Nonnormal Disturbances
Unit 8: Model Selection and Course Summary

Assessment

one three-hour unseen written examination (70%)
two tutor marked assignments (30%)

Essential reading

Gujarati, DN & DC Porter (2010) Essentials of Econometrics, 4th (International) Edition, McGraw-Hill.