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Unit information: Advanced Econometric Theory (QM6) in 2021/22

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

EFIM30050 Foundations of Econometric Theory

Co-requisites

None

School/department School of Economics
Faculty Faculty of Social Sciences and Law

Description

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.

Intended learning outcomes

At the end of the course, students should be able to:

  1. Demonstrate a good knowledge of some specialised topics in econometric theory.
  2. Develop a theoretical argument in econometrics using propositions and theorems
  3. Rigorously prove the properties of some estimators.

Teaching details

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

Assessment Details

Exam (2 hours) (100%). Assesses all learning outcomes.

Resources

If this unit has a Resource List, you will normally find a link to it in the Blackboard area for the unit. Sometimes there will be a separate link for each weekly topic.

If you are unable to access a list through Blackboard, you can also find it via the Resource Lists homepage. Search for the list by the unit name or code (e.g. ECON30392).

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