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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.
  • 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

Jeffrey Wooldridge. Introduction to Econometrics. 

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

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

Cameron and Trivedi. Microeconometrics Using Stata. 

Stock and Watson (2011). Introduction to Econometrics. 

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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