Postgraduate Course: Econometrics Project (ECNM11051)
|School||School of Economics
||College||College of Arts, Humanities and Social Sciences
|Credit level (Normal year taken)||SCQF Level 11 (Postgraduate)
||Availability||Not available to visiting students
|Summary||The Econometrics Project is a group project in which students form small teams and work on a practical empirical topic using modern econometric techniques. Students (i) identify precise hypotheses that can be tested empirically, (ii) familiarise themselves with the relevant literature, (iii) work with a dataset which enables them to test their hypotheses, (iv) use appropriate econometrics software to analyse the data and test the hypotheses in question, (v) present their results to an audience, and (vi) write up the whole exercise as a group project.
Students will present at the Residential Conference at Crieff in January, and will write up and submit their project for a mark later in Semester 2.
Entry Requirements (not applicable to Visiting Students)
||Other requirements|| Students should be enrolled on MSc Economics, MSc Economics (Econometrics), MSc Economics (Finance) or MSc Mathematical Economics and Econometrics.
Any other students must email email@example.com in advance to request permission.
Course Delivery Information
|Academic year 2023/24, Not available to visiting students (SS1)
||Blocks 1-3 (Sem 1-2)
|Learning and Teaching activities (Further Info)
Lecture Hours 2,
Dissertation/Project Supervision Hours 22,
Formative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
|Assessment (Further Info)
|Additional Information (Assessment)
||Group Oral Presentation (Practical Exam) 10%; Coursework 90%
|No Exam Information
On completion of this course, the student will be able to:
- Develop and demonstrate knowledge and understanding of econometric methods, the ability to estimate parameters of interest based on a clear theoretical relationship, and test hypotheses regarding the theoretical restrictions that are expected of these parameters
- Develop and demonstrate research and investigative skills such as problem framing and solving and the ability to assemble and evaluate complex evidence and arguments.
- Develop and demonstrate communication skills in order to critique, create and communicate understanding and to collaborate with and relate to others.
- Develop and demonstrate personal effectiveness through task-management, time-management, teamwork and group interaction, dealing with uncertainty and adapting to new situations, personal and intellectual autonomy through independent learning.
- Develop and demonstrate practical/technical skills such as, modelling skills (abstraction, logic, succinctness), qualitative and quantitative analysis and interpretation of data, programming of statistical packages.
|Graduate Attributes and Skills
||Teamwork skills; literature search; econometric and other quantitative techniques; presentation skills; writing skills
|Course organiser||Prof Mark Schaffer
|Course secretary||Ms Grace Oliver