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ES20069: Introduction to econometrics

Follow this link for further information on academic years Academic Year: 2017/8
Further information on owning departmentsOwning Department/School: Department of Economics
Further information on credits Credits: 12      [equivalent to 24 CATS credits]
Further information on notional study hours Notional Study Hours: 240
Further information on unit levels Level: Intermediate (FHEQ level 5)
Further information on teaching periods Period:
Academic Year
Further information on unit assessment Assessment Summary: CW 40%, EX 60%
Further information on unit assessment Assessment Detail:
  • Examination. (EX 30%)
  • Coursework Project (CW 40%)
  • Examination (EX 30%)
Further information on supplementary assessment Supplementary Assessment:
Like-for-like reassessment (where allowed by programme regulations)
Further information on requisites Requisites: Before taking this module you must ( take ES10005 AND take ES10006 AND take ES10091 ) OR ( take ES10005 AND take ES10003 ) OR ( take ES10005 AND take ES10091 ) OR ( take MA10211 AND take MA10212 )
Further information on descriptions Description: Aims:
The aim of this two semester Unit is to provide an introduction to econometric methods for students who have some knowledge of statistical hypothesis testing and regression. The unit follows a systematic approach to model building focusing on formulation, estimation, interpretation and evaluation. These concepts will be reinforced through practical workshops, which also provide an opportunity for students to develop investigative skills.

Learning Outcomes:
At the end of the course unit students should be able to:
* Undertake regression analysis using statistical software;
* Interpret regression results using a variety of techniques as applied to to cross-sectional and time-series data;
* Appraise the adequacy of regression results and formulate appropriate diagnostic procedures when dealing with data.

Skills:
Problem-solving, research skills.

Content:
Topics covered include: the nature of econometrics, bivariate regression analysis, multiple regression analysis, specification error, muticollinearity, heteroskedasticity, autocorrelation, instrumental variables, stationarity, cointegration and error correction models.
Further information on programme availabilityProgramme availability:

ES20069 is Compulsory on the following programmes:

Department of Economics
  • UHES-AFB03 : BSc(Hons) Economics (Year 2)
  • UHES-AAB03 : BSc(Hons) Economics with Study year abroad (Year 2)
  • UHES-AKB03 : BSc(Hons) Economics with Year long work placement (Year 2)
  • UHES-AFB04 : BSc(Hons) Economics and Mathematics (Year 2)
  • UHES-AAB04 : BSc(Hons) Economics and Mathematics with Study year abroad (Year 2)
  • UHES-AKB04 : BSc(Hons) Economics and Mathematics with Year long work placement (Year 2)
  • UHES-ACB04 : BSc(Hons) Economics and Mathematics with Combined Placement and Study Abroad (Year 2)
  • UHES-ACB03 : BSc(Hons) Economics with Combined Placement and Study Abroad (Year 2)

ES20069 is Optional on the following programmes:

Department of Economics
  • UHES-AFB01 : BSc(Hons) Economics and Politics (Year 2)
  • UHES-AFB01 : BSc(Hons) Economics and Politics (Year 3)
  • UHES-AAB01 : BSc(Hons) Economics and Politics with Study year abroad (Year 2)
  • UHES-AAB01 : BSc(Hons) Economics and Politics with Study year abroad (Year 4)
  • UHES-AKB01 : BSc(Hons) Economics and Politics with Year long work placement (Year 2)
  • UHES-AKB01 : BSc(Hons) Economics and Politics with Year long work placement (Year 4)
  • UHES-ACB01 : BSc(Hons) Economics and Politics with Combined Placement and Study Abroad (Year 2)
  • UHES-ACB01 : BSc(Hons) Economics and Politics with Combined Placement and Study Abroad (Year 4)
Department of Mathematical Sciences
  • USMA-AFB15 : BSc(Hons) Mathematical Sciences (Year 2)
  • USMA-AFB15 : BSc(Hons) Mathematical Sciences (Year 3)
  • USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 2)
  • USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
  • USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 2)
  • USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
  • USMA-AFB13 : BSc(Hons) Mathematics (Year 2)
  • USMA-AFB13 : BSc(Hons) Mathematics (Year 3)
  • USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 2)
  • USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
  • USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 2)
  • USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
  • USMA-AFM14 : MMath(Hons) Mathematics (Year 2)
  • USMA-AFM14 : MMath(Hons) Mathematics (Year 3)
  • USMA-AAM15 : MMath(Hons) Mathematics with Study year abroad (Year 2)
  • USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 2)
  • USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)
  • USMA-AFB01 : BSc(Hons) Mathematics and Statistics (Year 3)
  • USMA-AAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 4)
  • USMA-AKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 4)
  • USMA-AFB05 : BSc(Hons) Statistics (Year 2)
  • USMA-AFB05 : BSc(Hons) Statistics (Year 3)
  • USMA-AAB06 : BSc(Hons) Statistics with Study year abroad (Year 2)
  • USMA-AAB06 : BSc(Hons) Statistics with Study year abroad (Year 4)
  • USMA-AKB06 : BSc(Hons) Statistics with Year long work placement (Year 2)
  • USMA-AKB06 : BSc(Hons) Statistics with Year long work placement (Year 4)
School of Management
  • UMMN-AFB02 : BSc(Hons) Accounting and Finance (Year 3)
  • UMMN-AKB02 : BSc(Hons) Accounting and Finance with Year long work placement (Year 4)

Notes: