Close
Description
Aims: The main aim of this module is to develop the knowledge of econometric techniques that are useful in the analysis of financial markets and macroeconomic phenomena.
Suitable for: Final year Economics (L100 / L101 / L102) and Econ/Stats (LG13) students as well as PPE students.
Prerequisites: Students must have taken ECON0019: Quantitative Economics and Econometrics in the previous year (or equivalent).
Assumed knowledge: Students should have a good knowledge of probability theory, statistics and econometrics at the level covered in, .e.g., Wooldridge, "Introductory Econometrics", Parts 1 and 2. This includes knowledge of Law of Large Numbers; Central Limit Theorem; linear regression; ordinary least squares; maximum likelihood estimation; asymptotic theory of estimators, incl consistency and asymptotic normality; testing, including t-statistics and F-statistics and their asymptotic distributions. They should feel comfortable solving theoretical questions involving all of these topics. They should have basic knowledge of the software package STATA.
Module deliveries for 2024/25 academic year
Last updated
This module description was last updated on 8th April 2024.
听