Core
6
8 ECTS
Autumn
EC281 Introduction to Econometrics
EC 285
Amer Demirovic
2017
| Type | Number per Term | Duration | Total Time |
|---|---|---|---|
|
Lectures |
10 | 1.5 | 15.0 |
|
Workshops |
10 | 1.5 | 15.0 |
|
Seminars |
5 | 1.5 | 7.5 |
| Tutorials | 5 | 1.5 | 7.5 |
|
Total Contact Hours |
45.0 | ||
|
Total Guided/Independent Learning Hours |
155.0 | ||
| Total Engagement Hours | 200.0 | ||
| Type | Number Required | Duration / Length | Weighting | Timing / Submission Deadline |
|---|---|---|---|---|
|
Exam |
1 |
3 hours |
50% |
Week 17 |
|
Mid-term Exam |
1 |
2 hours |
20% |
Week 8 |
|
Open-book Computer based Practical Test (IT Lab) |
2 |
2x1 hour |
2x15% |
Weeks 4, 12 |
Intended Learning Outcomes:
To comprehend key terminology from the field of Advanced Econometrics.
Conceptual understanding of the theory underlying advanced econometrics models
Ability to critically analyse functional relationships between variables in advanced econometrics models such as logit, GARCH, ARMA, panel data, VAR and VEC.
Ability to critically evaluate models’ assumptions and consequences of violation of these assumptions
Understanding of limits of econometrics models
Ability to critically analyse relationships between variables outside the context studied in the class
Ability to independently design and complete a research project
To be able to practically apply theoretical knowledge, recognise problems and apply learned methods and techniques for creating solutions
Use already established methods to critically analyze significance, reliability and validity of results.
Teaching and Learning Strategy:
Lectures (ILO: 1-9)
In-class case studies (ILO: 1-9)
Tutorials will provide a platform for in depth analysis and topical discussion (ILO: 1-9)
Computer lab exercises will enable students to learn how to use an econometrics software (Eviews) to practically estimate models and interpret the results on their own. (ILO: 3-9)
Assessment Strategy:
Midterm-semester test and practical subject tests (ILO: 1-5)
Final exam (ILO: 6,8,9)
Computer based test (ILO: 3,4,7,8,9)
Practical Skills:
Ability to conduct own empirical research
To use a number of econometric methods for quantifying economic relationships and testing economic theories using econometrics software (Eviews)
Skill to use econometrics software (Eviews) to practically estimate models and interpret the results
Teaching and Learning Strategy:
Analyses of published empirical studies in lectures and tutorials (PS:2)
Practical computer lab sessions (PS: 1-3)
Assessment Strategy:
Computer based test (PS: 2-3)
Practical tests (PS: 1)
Transferable Skills:
Research Skills
Numerical Skills
Communication Skills: Written and Oral
Classify data
Compare, inspect or record facts
IT Skills
Meet deadlines
Good time management
Ability to work independently
Teaching and Learning Strategy:
Tutorials (TS: 2-6)
Computer lab sessions (TS: 1-6)
Practical tests (TS: 1-9)
Assessment Strategy:
Computer based test (TS:1-6)
Practical tests (TS: 1-9)
Midterm exam (TS: 2-5)
Final exam (TS: 2-5)
Set text
Gujarati, D. (2014), Econometrics by Example, 2 Edition, Palgrave Macmillan
Supplementary Materials
A.H. Studenmund, (2017) Using Econometrics a practical guide, 7 Edition, Pearson
Stock, J., Watson, M., (2014), Introduction to Econometrics, 3 Edition, Pearson
Verbeek, M., (2012), A Guide to Modern Econometrics, 4 Edition, John Wiley & Sons
Green, William H., (2012) Econometric Analysis, Pearson
Elsevier (2017) Journal of Econometrics [online] http://www.sciencedirect.com/science/journal/03044076/196/2/open-access (Accessed 12 April 2017)
Enders, Walter, (2014) Applied Econometric Time Series, 4th Edition, Wiley
Please note
This specification provides a concise summary of the main features of the module and the learning outcomes that a typical student might reasonably be expected to achieve and demonstrate if he/she takes full advantage of the learning opportunities that are provided.
More detailed information on the learning outcomes, content and teaching, learning and assessment methods of each module and programme can be found in the departmental or programme handbook.
The accuracy of the information contained in this document is reviewed annually by the University of Buckingham and may be checked by the Quality Assurance Agency.
Date of Production : April 2017
Date approved by School Learning and Teaching Committee:
Date approved by School Board of Study :
Date approved by University Learning and Teaching Committee:
Date of Annual Review:
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