? Credit Points : 20  ? SCQF Level : 11  ? Acronym : ECN-P-QME1

An introduction to the techniques of multivariate linear regression including the use of dummy variables, likelihood estimatio1n and solutoins to the problems of non sphericality and multicollinearity.

? Pre-requisites : Must be registered for MSc Economics (C0180) & MSc Economics (Finance)(C0182) or by permission of the Programme Director

Home subject area

Economics, (School of Economics, Schedule W)

? Normal year taken : Postgraduate

? Delivery Period : Semester 1 (Blocks 1-2)

? Contact Teaching Time : 4 hour(s) per week for 10 weeks

All of the following classes

Type Day Start End Area Lecture Thursday 10:00 12:00 Central Lecture Thursday 14:00 15:50 Central

Knowledge and understanding of:- The general linear model, the properties of least squares estimators, the use of dummy variables and likelihood analysis and the generalised least squares estimator as a solution to non spherical regression errors.

Class exam 20%, Degree exam 80%

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 2 hour(s)

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Ms Marie Craft
Tel : (0131 6)51 1764
Email : Marie.Craft@ed.ac.uk

Course Organiser

Prof Andy Snell
Tel : (0131 6)50 3848
Email : a.j.snell@ed.ac.uk

Course Website : http://www.sgpe.ac.uk

School Website : http://www.ed.ac.uk/econ/

College Website : http://www.hss.ed.ac.uk/