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DRPS : Course Catalogue : School of Economics : Economics

Postgraduate Course: Econometrics A (ECNM11054)

Course Outline
SchoolSchool of Economics CollegeCollege of Arts, Humanities and Social Sciences
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting students
SCQF Credits20 ECTS Credits10
SummaryTo provide training in econometric methods, to enable students to make critical assessments of applied work and to use econometric techniques . We will cover topics including: the fundamentals of the general linear model, OLS, GLS, Gauss-Markov Theorem; large sample theory, Instrumental Variables (IV), linear and nonlinear Generalised Method of Moments (GMM), maximum likelihood (ML); robust covariance estimation, specification testing; system estimation and panel data; and other techniques.
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements None
Additional Costs none
Course Delivery Information
Not being delivered
Learning Outcomes
You will be able to critically assess applied work as well as to undertake your own using appropriate econometric techniques.
Reading List
None
Additional Information
Graduate Attributes and Skills Not entered
KeywordsNot entered
Contacts
Course organiserDr Tatiana Kornienko
Tel: 0131 650 8338
Email: Tatiana.Kornienko@ed.ac.uk
Course secretaryMs Grace Oliver
Tel:
Email: grace.oliver@ed.ac.uk
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