Postgraduate Course: Econometrics 1 (ECNM11043)
Course Outline
| School | School of Economics |
College | College of Humanities and Social Science |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 20 |
| Home subject area | Economics |
Other subject area | None |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | (With Econometrics 2) To provide a thorough training in econometric methods, to enable students to make critical assessments of applied work and to use econometric techniques in PhD work or in employment as economists. We will cover Topics including: OLS, IV and other GMM estimators; large sample theory; GLS; maximum likelihood (ML); robust covariance estimation; system estimation; basic panel data, the fundamentals of the general linear model: OLS; Gauss-Markov Theorem; inference; dummy variables; and other techniques. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Mathematics, Statistics and Econometrics (ECNM11002)
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | Must be registered for MSc Economics (PTMSCECNSG1F/P) & MSc Economics (Finance)(PTMSCECNF12F/3P) or by special permission of the Programme Director. Email sgpe@ed.ac.uk to enquire. |
| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | By special permission of the Programme Director only. Email sgpe@ed.ac.uk to enquire. |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
|
| Delivery period: 2012/13 Semester 1, Available to all students (SV1)
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Learn enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| Central | Lecture | | 3-11 | | 10:00 - 17:00 | | | |
| First Class |
First class information not currently available |
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
|
|
| Main Exam Diet S2 (April/May) | | 2:30 | | |
Summary of Intended Learning Outcomes
| You will be able to critically assess applied work as well as to undertake your own using appropriate econometric techniques. You will acquire the background required for research at the PhD level or in employment as a professional applied economist. |
Assessment Information
20% Class test (December)
20% Project (due January)
60% Final exam (May)
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Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Hayashi, Econometrics, Princeton University Press.
Verbeek, A Guide to Modern Econometrics, 4th ed., John Wiley & Sons
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| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | Not entered |
Contacts
| Course organiser | Prof Jonathan Thomas
Tel: (0131 6)50 4515
Email: Jonathan.Thomas@ed.ac.uk |
Course secretary | Ms Marie Craft
Tel: (0131 6)51 1764
Email: marie.craft@ed.ac.uk |
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