Unit name | Advanced Econometric Theory (QM6) |
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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 |
EFIM30050 Foundations of Econometric Theory |
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:
Teaching will be delivered through a combination of synchronous and asynchronous sessions such as online teaching for large and small group, face-to-face small group classes (where possible) and interactive learning activities
Online exam - 100%