Undergraduate Course: Econometrics (ECNM10002)
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 10 (Year 4 Undergraduate) |
Credits | 40 |
Home subject area | Economics |
Other subject area | None |
Course website |
None |
Taught in Gaelic? | No |
Course description | This course is intended to give a grounding in the statistical methods of econometrics and to show how these methods are applied in empirical economics and finances. The course should put the student either in a position to go on to an advanced study of econometrics, or to use econometric methods intelligently and with an understanding of their possibilities and limitations. No attempt will be made to cover the whole range of econometric methods, especially the more advanced. But the principal methods in common use will be studied and some important results will be derived. The emphasis will be on the understanding of statistical techniques, the properties of estimators, and the assumptions necessary for the properties to apply. All students are strongly encouraged to read lecture handouts that will be provided in advance. |
Entry Requirements (not applicable to Visiting Students)
Pre-requisites |
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Co-requisites | |
Prohibited Combinations | Students MUST NOT also be taking
Econometrics 1 (ECNM10031)
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Other requirements | None |
Additional Costs | None |
Information for Visiting Students
Pre-requisites | None |
Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
Not being delivered |
Summary of Intended Learning Outcomes
- A deeper understanding of the possibilities and limitations of standard econometric methods and models than is provided in the Introductory Econometrics half-course;
- provide a sound basis for further more advanced study of econometrics on graduate programmes;
- enable students to use econometric methods intelligently with an understanding of their appropriateness and limitations. |
Assessment Information
A 3 hour degree examination in May/June (80%) and two exercises (one per term) each contributing 10% to the final grade. |
Special Arrangements
None |
Additional Information
Academic description |
Not entered |
Syllabus |
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Transferable skills |
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Reading list |
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Study Abroad |
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Study Pattern |
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Keywords | Not entered |
Contacts
Course organiser | Dr Yongcheol Shin
Tel: (0131 6)50 8351
Email: |
Course secretary | Mrs Lorna Aitken
Tel: (0131 6)50 8363
Email: |
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