ES30028: Advanced econometrics 2
[Page last updated: 03 June 2024]
Academic Year: | 2024/25 |
Owning Department/School: | Department of Economics |
Credits: | 6 [equivalent to 12 CATS credits] |
Notional Study Hours: | 120 |
Level: | Honours (FHEQ level 6) |
Period: |
- Semester 2
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Assessment Summary: | EX 100% |
Assessment Detail: | |
Supplementary Assessment: |
- Like-for-like reassessment (where allowed by programme regulations)
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Requisites: |
Before taking this module you must take ES30027
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Learning Outcomes: |
By the end of the semester students will understand a wide variety of econometric techniques and be able to undertake their own econometric analysis making use of those techniques. They will have undertaken empirical work using RATS and LIMDEP. By the end of the unit students will be sufficiently competent in econometrics to pursue a masters in Economics, and will also have assimilated techniques which will be valuable in a commercial environment.
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Aims: | The aim of this Unit is to build on the work done in the first semester course unit ES30027 Econometrics 1 taking the analysis of econometrics to a higher level. The emphasis is therefore on introducing the students to a wide range of different techniques currently in use in econometrics, enabling them to critically evaluate econometric work done by others, as well as increasing their ability to do their own empirical work. The emphasis is on both theory and applications in equal measure.
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Skills: | Econometrics.
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Content: | The Unit follows Johnson's classic text to a large extent, although going beyond that in significant areas. Specific topics include: nonlinear least squares; ARIMA modelling; stationarity and cointegration and limited dependent variable analysis.
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Course availability: |
ES30028 is Optional on the following courses:
Department of Economics
- UHES-AFB03 : BSc(Hons) Economics (Year 3)
- UHES-AAB03 : BSc(Hons) Economics with Study year abroad (Year 4)
- UHES-AKB03 : BSc(Hons) Economics with Year long work placement (Year 4)
- UHES-AFB04 : BSc(Hons) Economics and Mathematics (Year 3)
- UHES-AAB04 : BSc(Hons) Economics and Mathematics with Study year abroad (Year 4)
- UHES-AKB04 : BSc(Hons) Economics and Mathematics with Year long work placement (Year 4)
- UHES-ACB04 : BSc(Hons) Economics and Mathematics with Combined Placement and Study Abroad (Year 4)
- UHES-AFB01 : BSc(Hons) Economics and Politics (Year 3)
- 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 4)
- UHES-ACB01 : BSc(Hons) Economics and Politics with Combined Placement and Study Abroad (Year 4)
- UHES-ACB03 : BSc(Hons) Economics with Combined Placement and Study Abroad (Year 4)
Department of Mathematical Sciences
- USMA-AFB15 : BSc(Hons) Mathematical Sciences (Year 3)
- USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
- USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
- USMA-AFB13 : BSc(Hons) Mathematics (Year 3)
- USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
- USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
- USMA-AFB20 : BSc(Hons) Mathematics, Statistics, and Data Science (Year 3)
- USMA-AAB20 : BSc(Hons) Mathematics, Statistics, and Data Science with Study year abroad (Year 4)
- USMA-AKB20 : BSc(Hons) Mathematics, Statistics, and Data Science with Industrial Placement (Year 4)
- USMA-AFM14 : MMath(Hons) Mathematics (Year 3)
- USMA-AFM14 : MMath(Hons) Mathematics (Year 4)
- USMA-AAM15 : MMath(Hons) Mathematics with Study year abroad (Year 4)
- USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)
- USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 5)
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Notes: - This unit catalogue is applicable for the 2024/25 academic year only. Students continuing their studies into 2025/26 and beyond should not assume that this unit will be available in future years in the format displayed here for 2024/25.
- Courses and units are subject to change in accordance with normal University procedures.
- Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
- Find out more about these and other important University terms and conditions here.
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