Studying at York
Econometric Methods for Research - ECO00090M
- Department: Economics and Related Studies
- Credit value: 20 credits
- Credit level: M
- Academic year of delivery: 2023-24
- See module specification for other years: 2024-25
Module summary
To understand and apply econometric techniques used in modern
economic and finance research
Module will run
| Occurrence | Teaching period |
|---|---|
| A | Semester 1 2023-24 |
Module aims
To understand some of the econometric techniques used in modern economic research.
Module learning outcomes
On completing the module a student will be able to:
Understand and apply the concepts of multiple linear regression, instrumental variables regression, systems of equations, nonlinear regression, maximum likelihood and
generalised method of moments estimation, testing a statistical hypothesis
Explain why these concepts are relevant in economics and finance
Apply these concepts to some economic and finance examples, including permanent income hypothesis, CAPM and Consumption based CAPM
Indicative assessment
| Task | % of module mark |
|---|---|
| Online Exam - 24 hrs (Centrally scheduled) | 100 |
Special assessment rules
None
Indicative reassessment
| Task | % of module mark |
|---|---|
| Online Exam - 24 hrs (Centrally scheduled) | 100 |
Module feedback
Feedback will be made available according to University guidelines.
Indicative reading
Wooldrigde, J. (2010). Econometric Analysis of Cross Sections and Panel data. MIT Pressl.