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Econometrics with Big Data

When you'll study it
Semester 2
CATS points
15
ECTS points
7.5
Level
Level 5
Module lead
Maria Kyriakou
Academic year
2021-22

Module overview

The module will proceed from a review of known content (matrix algebra, linear regression, hypothesis testing) to more advanced topics such as multiple linear regression, heteroskedasticity, restrictions in hypothesis testing, issues of model misspecification, and an introduction to asymptotic theory and time series models to exploit large panel datasets for statistical inference. The module will thus equip students with fundamental methods for statistical inference on large panel datasets.



Linked modules

Prerequisites: ECON2006 or MATH2011

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