Econometric Methods

Department of Economics, Business School

College of Social Sciences

Details

Code 21726

Level of study Second Year

Credit value 10

Semester 2

Pre-requisite modules None

Other pre-requisites Co-requisites - Introductory Econometrics A - 08339 and Introductory Econometrics B - 08341

Module description

This module involves statistical theory and matrix algebra: statistical distributions; revision of matrix algebra; matrix differentiation; Econometric theory; Gauss-Markov; theorem; k-variable linear regression model; Statistical Inference: single parameter tests and interval estimators of coefficients; linear restrictions.

Teaching and learning methods

2 hrs lectures weekly