Postgraduate Course: Econometrics 1 (ECNM11043)
Course Outline
| School | School of Economics |
College | College of Humanities and Social Science |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Available to all students |
| SCQF Credits | 20 |
ECTS Credits | 10 |
| Summary | (With Econometrics 2) To provide a thorough training in econometric methods, to enable students to make critical assessments of applied work and to use econometric techniques in PhD work or in employment as economists. We will cover Topics including: OLS, IV and other GMM estimators; large sample theory; GLS; maximum likelihood (ML); robust covariance estimation; system estimation; basic panel data, the fundamentals of the general linear model: OLS; Gauss-Markov Theorem; inference; dummy variables; and other techniques. |
| Course description |
Not entered
|
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Mathematics, Statistics and Econometrics (ECNM11002)
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | Must be registered for MSc Economics (PTMSCECNSG1F/P) & MSc Economics (Finance)(PTMSCECNF12F/3P) or by special permission of the Programme Director. Email sgpe@ed.ac.uk to enquire. |
Information for Visiting Students
| Pre-requisites | By special permission of the Programme Director only. Email sgpe@ed.ac.uk to enquire. |
Course Delivery Information
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| Academic year 2014/15, Available to all students (SV1)
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Quota: 76 |
| Course Start |
Semester 1 |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
200
(
Lecture Hours 36,
Seminar/Tutorial Hours 15,
Supervised Practical/Workshop/Studio Hours 18,
External Visit Hours 12,
Feedback/Feedforward Hours 14,
Formative Assessment Hours 3,
Summative Assessment Hours 3,
Revision Session Hours 5,
Programme Level Learning and Teaching Hours 4,
Directed Learning and Independent Learning Hours
90 )
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| Assessment (Further Info) |
Written Exam
100 %,
Coursework
0 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
25% Class test (December)
75% Final exam (May)
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| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
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| Main Exam Diet S2 (April/May) | | 3:00 | |
Learning Outcomes
| You will be able to critically assess applied work as well as to undertake your own using appropriate econometric techniques. You will acquire the background required for research at the PhD level or in employment as a professional applied economist.
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Reading List
Hayashi, Econometrics, Princeton University Press.
Verbeek, A Guide to Modern Econometrics, 4th ed., John Wiley & Sons
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Additional Information
| Graduate Attributes and Skills |
Not entered |
| Keywords | Not entered |
Contacts
| Course organiser | Prof Jonathan Thomas
Tel: (0131 6)50 4515
Email: Jonathan.Thomas@ed.ac.uk |
Course secretary | Ms Marie Craft
Tel: (0131 6)51 1764
Email: marie.craft@ed.ac.uk |
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