Introductory Econometrics A

Department of Economics, Business School

College of Social Sciences

Details

Code 08339

Level of study Second Year

Credit value 10

Semester 1

Pre-requisite modules None

Other pre-requisites Co-requisite - Introductory Econometrics B - 08341

Module description

This module reviews basic concepts of probability, statistical theory and methods introduced in year 1 modules. It develops ideas of random variables, sampling, estimation, hypothesis testing and related aspects of inferential methods. Two variable and multiple regression models are developed and estimation procedures considered under the classical assumptions as well as violations of these assumptions. Applications to empirical economics are introduced to link the statistical and econometric methods to a range of problems in economics. Weekly problem classes and computer laboratory sessions support the lectures.

Teaching and learning methods

2 hrs lectures weekly, 1 computer practical per fortnight, 1 exercise class per fortnight