The module will provide an in-depth examination of the applied econometrics literature, focusing on recent developments and their applications. It will cover microeconometric analysis, modelling techniques for panel data, econometric estimation using non-stationary data, and generalised linear models for limited dependent variables. Examples of the procedures and techniques used in advanced economic journals will be discussed.
Learning Outcomes
By the end of the module students should be able to:
demonstrate an advanced understanding of time series econometrics;
display a comprehensive knowledge of the techniques and applications of microeconometrics;
identify and critically appraise recent developments in advanced econometrics analysis;
synthesise econometric studies in the empirical literature and critically analyse the results and the approaches adopted.