THE UNIVERSITY of EDINBURGH
DEGREE REGULATIONS & PROGRAMMES OF STUDY 2009/2010
Quantitative Methods 1 (P01218)
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
? Normal year taken : Postgraduate
? Contact Teaching Time : 4 hour(s) per week for 10 weeks
All of the following classes
Summary of Intended Learning Outcomes
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%
Contact and Further Information
The Course Secretary should be the first point of contact for all enquiries.
Ms Marie Craft
Prof Andy Snell
Course Website : http://www.sgpe.ac.uk
School Website : http://www.ed.ac.uk/econ/
College Website : http://www.hss.ed.ac.uk/