Postgraduate Course: Econometrics A (ECNM11054)
Course Outline
| School | School of Economics |
College | College of Humanities and Social Science |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
| SCQF Credits | 20 |
ECTS Credits | 10 |
| Summary | To provide training in econometric methods, to enable students to make critical assessments of applied work and to use econometric techniques . We will cover topics including: the fundamentals of the general linear model, OLS, GLS, Gauss-Markov Theorem; large sample theory, Instrumental Variables (IV), linear and nonlinear Generalised Method of Moments (GMM), maximum likelihood (ML); robust covariance estimation, specification testing; system estimation and panel data; and other techniques. |
| Course description |
Not entered
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Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | none |
Course Delivery Information
| Not being delivered |
Learning Outcomes
| You will be able to critically assess applied work as well as to undertake your own using appropriate econometric techniques.
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Additional Information
| Graduate Attributes and Skills |
Not entered |
| Keywords | Not entered |
Contacts
| Course organiser | Prof Jonathan Thomas
Tel: (0131 6)50 4515
Email: |
Course secretary | Miss Sophie Bryan
Tel: (0131 6)51 1764
Email: |
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