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Courses / Modules / ECON2042 Econometrics with Big Data

Econometrics with Big Data

When you'll study it
Semester 2
CATS points
15
ECTS points
7.5
Level
Level 5
Module lead
Jayeeta Bhattacharya
Academic year
2023-24

Module overview

The module will proceed from a review of known content (like matrix algebra, linear regression, hypothesis testing) to more advanced topics such as multiple linear regression, heteroscedasticity, restrictions in hypothesis testing, issues of model misspecification, and an introduction to big data techniques such as shrinkage methods to exploit large datasets for statistical inference. The module will thus equip students with fundamental methods for statistical inference on large datasets.

Linked modules

Prerequisites: (ECON1008 and ECON2043 ) or (ECON2041or MATH2011)

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