Skip to main content
Courses / Modules / ECON2007 Econometrics with Big Data

Econometrics with Big Data

When you'll study it
Semester 2
CATS points
ECTS points
Level 5
Module lead
Maria Kyriakou
Academic year

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

Back to top