Level of study Second Year
Credit value 10
Pre-requisite modules None
Other pre-requisites Introductory Econometrics A - 08339
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