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Unit information: Advanced Econometric Theory (QM6) in 2021/22

Unit name Advanced Econometric Theory (QM6)
Unit code ECON30392
Credit points 20
Level of study H/6
Teaching block(s) Teaching Block 2 (weeks 13 - 24)
Unit director Dr. Sokullu
Open unit status Not open

EFIM30050 Foundations of Econometric Theory



School/department School of Economics
Faculty Faculty of Social Sciences and Law

Description including Unit Aims

Specialised topics in econometrics theory will be discussed. The first part will examine hypothesis testing. The second part will focus on large sample properties of the OLS and Maximum Likelihood estimators. The third part is concerned with general testing procedures based on the principle of maximum likelihood. The fourth part consists of instrumental variables estimation. Part five deals with time series econometrics.

Intended Learning Outcomes

At the end of the course, students should be able to:

  1. Demonstrate a good knowledge of some specialised topics in econometric theory.
  2. Develop a theoretical argument in econometrics using propositions and theorems
  3. Rigorously prove the properties of some estimators.

Teaching Information

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

Assessment Information

Exam (2 hours) (100%). Assesses all learning outcomes.


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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.

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.