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

Module Aims

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

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. Part I: Model Time Series data: theory and applications. Empirical Applications use the software EViews. Part II: Model Panel Data: theory and applications. Empirical Applications use the siftware Stata.

Syllabus

The main topics include: * Panel Data Models; * TimeSeries Econometrics.

Learning and Teaching

TypeHours
Independent Study122
Teaching28
Total study time150

Resources & Reading list

Introductory Econometrics: A Modern Approach. 

Vance Martin, Stan Hurn, David Harris (2012). Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics). 

Econometric Analysis. 

Spatial Econometrics: Statistical Foundation and Applications to Regional Analysis. 

Econometric Analysis of Cross Section and Panel Data. 

Chris Brooks (2008). Introductory Econometrics for Finance. 

Assessment

Assessment Strategy

20% coursework and 80% two hour final examination. In the event of you having to resit this unit, your coursework marks will not be carried forward.

Summative

MethodPercentage contribution
Coursework assignment(s) 20%
Exam  (2 hours) 80%

Referral

MethodPercentage contribution
Exam 100%

Repeat Information

Repeat type: Internal & External

Linked modules

Prerequisites: ECON2007 OR ECON2032

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