| Unit name | Advanced Econometric Theory (QM6) |
|---|---|
| Unit code | ECON30392 |
| Credit points | 20 |
| Level of study | H/6 |
| Teaching block(s) |
Teaching Block 2 (weeks 13 - 24) |
| Unit director | Dr. Sokullu |
| Open unit status | Not open |
| Pre-requisites |
50% in Foundations of Econometric Theory (ECON21356) |
| Co-requisites |
None |
| School/department | School of Economics |
| Faculty | Faculty of Social Sciences and Law |
Specialised topics in econometrics theory will be discussed. The first part will examine hypothesis testing. The second part will focus on large sample properties of the OLS and Maximum Likelihood estimators. The third part is concerned with general testing procedures based on the principle of maximum likelihood. The fourth part consists of instrumental variables estimation. Part five deals with time series econometrics.
At the end of the course, students should be able to:
9 x 2 hour lectures and 9 x 2 hour classes.
This pattern of teaching may be changed slightly to accommodate the Easter Vacation.
Formative assessment: Weekly problem sets. Two of the problem sets will be marked.
Summative assessment: 100% by a three hour closed book examination consisting of 4 questions and students are required to answer all of the questions.
The summative and formative assessments are designed to fully test all of the learning outcomes of the unit.
