Introductory Econometrics B

Department of Economics, Business School

College of Social Sciences

Details

Code 08341

Level of study Second Year

Credit value 10

Semester 2

Pre-requisite modules None

Other pre-requisites Introductory Econometrics A - 08339

Module description

This linked module consists of: further violations of the assumptions of the classical linear regression model, issues of model misspecification, the importance of dynamic models in econometric work, implementation and interpretation of results on a range of applied topics. 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