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  6. EC5002: Econometric Theory

EC5002: ECONOMETRIC THEORY (2015-2016)

Last modified: 25 Mar 2016 11:38


Course Overview

None.

Course Details

Study Type Postgraduate Level 5
Term First Term Credit Points 30 credits (15 ECTS credits)
Campus None. Sustained Study No
Co-ordinators
  • Dr Alexandros Zangelidis

Qualification Prerequisites

None.

What courses & programmes must have been taken before this course?

  • Any Postgraduate Programme (Studied)
  • Either MRes Applied Economics (Studied) or MSc Applied Economics (Studied)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

None.

Are there a limited number of places available?

No

Course Description

• Review of basic econometric theory • Limited Dependent Variable Models • Corner Solutions Outcomes, Censored and Sample Selection Models • Instrumental Variables, Two-Stage Least Squares, Regression Discontinuity Design, Simultaneous Equations models • Panel Data, Fixed Effects, and Difference-in-Differences Indicative reading list: o Angrist J.A. and J.S. Pischke (2009), Mostly Harmless Econometrics, An Empiricist's Companion, Princeton University Press. o Cameron, C.A. and P.K. Trivedi (2005), Microeconometrics: Methods and Applications, New York: Cambridge University Press. o Cameron, C.A. and P.K. Trivedi (2009), Microeconometrics Using Stata, College Station: Stata Press. o Wooldridge, J. (2010), Econometric Analysis of Cross Section and Panel Data (Second edition), Cambridge: MIT Press.

Contact Teaching Time

Information on contact teaching time is available from the course guide.

Teaching Breakdown

More Information about Week Numbers


Details, including assessments, may be subject to change until 30 August 2024 for 1st term courses and 20 December 2024 for 2nd term courses.

Summative Assessments

1st attempt: 1 three hour written examination (70%); continuous assessment (30%) consisting of an individual assignment (word count up to 3000). Resit: 1 three hour written examination (100%) capped at CAS 9.

Formative Assessment

There are no assessments for this course.

Feedback

None.

Course Learning Outcomes

None.
 

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