| Unit name | Econometrics 2 |
|---|---|
| Unit code | EFIM20036 |
| Credit points | 20 |
| Level of study | I/5 |
| Teaching block(s) |
Teaching Block 2 (weeks 13 - 24) |
| Unit director | Dr. Stouli |
| Open unit status | Not open |
| Pre-requisites |
EFIM20011 Econometrics 1 |
| Co-requisites |
None |
| School/department | School of Economics |
| Faculty | Faculty of Social Sciences and Law |
Builds on material covered in Econometrics 1. Some new techniques will be covered, but the emphasis will shift towards applying Econometrics to problems in Economics. After revisiting the Linear Model, the lectures will introduce time series regression. It will provide an introduction to many of the applied techniques which are used in modern macroeconomics. This part of the course is taught by Sami Stouli.
After introducing heteroskedasticity and the Generalised/Weighted Least Squares estimator, the lectures will cover estimation and hypothesis testing in models for binary dependent variable models. These techniques are often used in estimating models from cross-section samples. Estimation and testing in linear models using panel data is covered next. This part of the course is taught by Alessandro Iaria.
You will find that understanding these techniques and being able to use them are essential in successfully completing the applied projects in the Applied Economics Dissertation.
At the end of the unit students will:
Teaching will be delivered through a combination of synchronous and asynchronous sessions such as online teaching for large and small group, face-to-face small group classes (where possible) and interactive learning activities
80% exam
20% coursework
If this unit has a Resource List, you will normally find a link to it in the Blackboard area for the unit. Sometimes there will be a separate link for each weekly topic.
If you are unable to access a list through Blackboard, you can also find it via the Resource Lists homepage. Search for the list by the unit name or code (e.g. EFIM20036).
How much time the unit requires
Each credit equates to 10 hours of total student input. For example a 20 credit unit will take you 200 hours
of study to complete. Your total learning time is made up of contact time, directed learning tasks,
independent learning and assessment activity.
See the Faculty workload statement relating to this unit for more information.
Assessment
The Board of Examiners will consider all cases where students have failed or not completed the assessments required for credit.
The Board considers each student's outcomes across all the units which contribute to each year's programme of study. If you have self-certificated your absence from an
assessment, you will normally be required to complete it the next time it runs (this is usually in the next assessment period).
The Board of Examiners will take into account any extenuating circumstances and operates
within the Regulations and Code of Practice for Taught Programmes.
