Statistics & Econometrics - ECO00037M
- Department: Economics and Related Studies
- Credit value: 20 credits
- Credit level: M
- Academic year of delivery: 2022-23
Module will run
| Occurrence | Teaching period |
|---|---|
| A | Autumn Term 2022-23 to Spring Term 2022-23 |
Module aims
SE provides an introduction to a range of statistical and econometric techniques commonly used in quantitative analysis. Special attention is given to the ideas behind the techniques, rather than to memorization of the techniques themselves.
Module learning outcomes
On completing the module a student will be able to:
define and illustrate the concepts of probability, random variables, point and interval estimation, hypotheses testing, correlation, estimation and statistical inference using the regression model; heteroskedasticity; autocorrelation; specification errors; dummy variables; instrumental variables techniques; binary choice models.
explain why these concepts are important in quantitative analysis,
apply these concepts to a real world situation,
use a statistical computer package.
Indicative assessment
| Task | % of module mark |
|---|---|
| Online Exam -less than 24hrs (Centrally scheduled) | 100 |
Special assessment rules
None
Indicative reassessment
| Task | % of module mark |
|---|---|
| Online Exam -less than 24hrs (Centrally scheduled) | 100 |
Module feedback
Information currently unavailable
Indicative reading
Dougherty, C.c Introduction to Econometrics, Oxford University Press, 4th Edition, 2011.