ECON30420 Advanced Econometrics

Academic Year 2020/2021

This module introduces students to some of the most commonly used econometrics models and estimation methods in the field of economics. The first part of the module will focus on microeconometrics models such as panel data and limited dependent variables models, while the second part will explore univariate and multivariate time series (ARMA, unit roots, VAR, etc.).
This module assumes that students have passed an introductory econometrics module such as ECON30130 or equivalent.

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Curricular information is subject to change

Learning Outcomes:

By the end of this module students should be able to:
1. describe the properties and shortcomings of a variety of econometric models and estimators,
2. apply the methods analyzed in class on micro and macro data.

Indicative Module Content:


Student Effort Hours: 
Student Effort Type Hours
Lectures

22
Computer Aided Lab

10
Autonomous Student Learning

80
Total

112
Approaches to Teaching and Learning:
The modules comprises lectures and hands-on computer lab sessions; the latter allow students to apply the techniques learned on real data and to develop confidence in handling datasets and statistical software. 
Requirements, Exclusions and Recommendations
Learning Recommendations:

Students must have passed ECON30130 or an equivalent Econometrics module.


Module Requisites and Incompatibles
Not applicable to this module.
 
Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade
Continuous Assessment: Assignments and problem sets will be given throughout the term. The details will be discussed on the first day of class. Throughout the Trimester n/a Alternative linear conversion grade scale 40% No

100

Carry forward of passed components
Yes
 
Resit In Terminal Exam
Summer Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 
Feedback Strategy/Strategies

• Group/class feedback, post-assessment
• Online automated feedback
• Self-assessment activities

How will my Feedback be Delivered?

1. Regular problem sets will be assigned throughout the semester for self-assessment; solutions will be posted on Brightspace and will be explained in detail during tutorials. 2. Appointments will be given to those students wishing to get individual feedback on the empirical assignments and the final examination.

Stock and Watson. Introduction to Econometrics, Pearson.
Name Role
Dr Nora Strecker Lecturer / Co-Lecturer