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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2023/2024

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DRPS : Course Catalogue : School of Economics : Economics

Postgraduate Course: Advanced Microeconometrics (ECNM11048)

Course Outline
SchoolSchool of Economics CollegeCollege of Arts, Humanities and Social Sciences
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityAvailable to all students
SCQF Credits10 ECTS Credits5
SummaryThis course introduces students to the econometric analysis of duration data (lectures 1, 2 and 3) and regression with Big Data using Machine Learning techniques (lectures 4, 5 and 6). The course maintains a dual focus on theory and application and considers the use of econometric models for descriptive analysis, prediction and for the estimation of causal effects.
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: Econometrics 1 (ECNM11043) AND Econometrics 2 - Microeconometrics (ECNM11091)
Co-requisites
Prohibited Combinations 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 sgpe@ed.ac.uk in advance to request permission.
Information for Visiting Students
Pre-requisitesNone
High Demand Course? Yes
Course Delivery Information
Academic year 2023/24, Available to all students (SV1) Quota:  None
Course Start Block 4 (Sem 2)
Timetable Timetable
Learning and Teaching activities (Further Info) Total Hours: 100 ( Lecture Hours 18, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 2, Directed Learning and Independent Learning Hours 78 )
Assessment (Further Info) Written Exam 100 %, Coursework 0 %, Practical Exam 0 %
Additional Information (Assessment) 2-hour final exam (100%)
Feedback Not entered
No Exam Information
Learning Outcomes
This module explores further topics in applied econometrics. Students will be introduced to various tools that are part of the basic econometric training of professional economists. The course is intended for students who want to be professional economists or who want to go on to PhD study, i.e. at aspiring economists rather than aspiring econometricians.
Reading List
Cameron and Trivedi, ¿Microeconometrics: Methods and Applications¿
James, Witten, Hastie and Tibsharani (2021), ¿An Introduction to Statistical Learning: with Applications in R,¿
Additional Information
Graduate Attributes and Skills Not entered
KeywordsNot entered
Contacts
Course organiserProf Jesper Bagger
Tel:
Email: jbagger@exseed.ed.ac.uk
Course secretaryMs Grace Oliver
Tel:
Email: grace.oliver@ed.ac.uk
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