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The University of Southampton
Courses

ECON3031 Applied Econometrics

Module Overview

To take the principles developed in second year statistical theory and econometrics courses and show their wider application in econometric estimation and model-building.

Aims and Objectives

Learning Outcomes

Learning Outcomes

Having successfully completed this module you will be able to:

  • Apply the principles learnt in year 2 in a variety of model-building situations.
  • Be able to understand and apply Time Series Models. In particular: learn the theoretical foundations of time series; learn empirical applications of time series using statistical software such as Stata or Eviews.
  • Be able to understand and apply Panel Data Models. In particular: learn the theoretical foundations of panel data; learn empirical applications of panel data using statistical software such as Stata or Eviews.

Syllabus

The main topics include: - Panel Data Models; - Time Series Models.

Learning and Teaching

Teaching and learning methods

.

TypeHours
Independent Study122
Teaching28
Total study time150

Resources & Reading list

Carter-Hill et al (2011). Principles of Econometrics. 

Jeffrey Wooldridge. Introduction to Econometrics. 

Martin, Hurn and Harris (2013). Econometric Modelling with Time Series: Specification, Estimation and Testing. 

Stock and Watson (2011). Introduction to Econometrics. 

Cameron and Trivedi. Microeconometrics Using Stata. 

Assessment

Assessment Strategy

Two 50% coursework. In the event of you having to resit this unit, the coursework marks will not be carried forward.

Summative

MethodPercentage contribution
Coursework assignment(s) 100%

Referral

MethodPercentage contribution
Coursework assignment(s) 100%

Repeat Information

Repeat type: Internal & External

Linked modules

Prerequisites: ECON2007 OR ECON2032

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