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Econometric principles and data analysis


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.

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


  • 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.