Studying at York
Econometric Theory II - ECO00021I
- Department: Economics and Related Studies
- Credit value: 10 credits
- Credit level: I
- Academic year of delivery: 2022-23
Related modules
Pre-requisite modules
Co-requisite modules
Prohibited combinations
- None
Module will run
| Occurrence | Teaching period |
|---|---|
| A | Spring Term 2022-23 |
Module aims
To introduce the student to a number of methods and models central to the understanding of Econometrics
Module learning outcomes
On successfully completing the module the student will be able to:
- Derive a range of estimators and test statistics for the linear regression model using matrix notation.
- Demonstrate the properties of these estimators under differing assumptions; and,
- Explore a range of statistics for testing those assumptions.
Indicative assessment
| Task | % of module mark |
|---|---|
| Closed/in-person Exam (Centrally scheduled) | 100 |
Special assessment rules
None
Additional assessment information
This will test the ability to construct and communicate a mathematical argument and to solve problems. Practice questions will be discussed in seminars.
Indicative reassessment
| Task | % of module mark |
|---|---|
| Closed/in-person Exam (Centrally scheduled) | 100 |
Module feedback
Information currently unavailable
Indicative reading
Students are advised to ensure that they have full access to either of the general texts,
Johnston, J. Econometric Methods. McGraw-Hill. or
Green, W H. Econometric Analysis. Prentice-Hall.
Other specific reading will be announced, where applicable, during the course.