15 Credits AUTUMN



Aims/Description: The first half of the module provides a grounding in key econometric techniques covering elements such as the classical linear regression model, hypothesis testing and problems of non-spherical disturbances. More advanced topics are then introduced in the second half of the module. Specifically students are focus upon topics in microeconometrics: including modelling discrete binary variables; censoring and sample selection, and then topics in macroeconometrics including: economic forecasting; stationarity; and cointegration. A knowledge of using econometric software STATA is also developed.

Staff Contact: Professor Karl Taylor
Teaching Methods: Lectures, Laboratory work
Assessment: Formal Exam

Notes: This unit is available as part of the Research Training Programme.

Information on the department responsible for this unit (Economics):

Departmental Home Page
Teaching timetable

|

NOTE
The content of our courses is reviewed annually to make sure it's up-to-date and relevant. Individual modules are occasionally updated or withdrawn. This is in response to discoveries through our world-leading research; funding changes; professional accreditation requirements; student or employer feedback; outcomes of reviews; and variations in staff or student numbers. In the event of any change we'll consult and inform students in good time and take reasonable steps to minimise disruption.

URLs used in these pages are subject to year-on-year change. For this reason we recommend that you do not bookmark these pages or set them as favourites.

Western Bank, Sheffield, S10 2TN, UK