Course Details in 2022/23 Session

Module Title	LH Advanced Econometrics: Theory and Applications
School	Birmingham Business School
Department	Economics
Module Code	07 33105
Module Lead	Marco Barassi
Level	Honours Level
Credits	20
Semester	Semester 1
Pre-requisites
Co-requisites
Restrictions	None
Contact Hours	Lecture-40 hours Seminar-6 hours Guided independent study-154 hours Total: 200 hours
Exclusions
Description	The aim of this module is to provide students with the knowledge of the types of advanced econometric methods used in the analysis of cross-sectional, panel and time-series data sets. The module content is organised into two parts. The first part includes topics on the analysis of cross-section and panel data, such as systems of equations, binary dependent variables and static and dynamic panel data models, among others. The second part includes topics in time series analysis such as linear time series models, nonstationary time series, multivariate time series models and nonlinear models, among others. Applications in the areas of microeconomics, macroeconomics and finance will be considered. This module is for students who wish to gain competence in critically evaluating research results and carry out empirical work using modern econometric methods.
Learning Outcomes	By the end of the module students should be able to: demonstrate rigorous knowledge of econometric methods; identify the most appropriate techniques for any given empirical exercise; interpret empirical results from economic models.
Assessment	33105-01 : Coursework : Coursework (50%) 33105-02 : Exam : Exam (Centrally Timetabled) - Written Unseen (50%)
Assessment Methods & Exceptions	2000-word coursework (50%), 2-hour final exam (50%)
Other
Reading List