Programme And Module Handbook
 
Course Details in 2020/21 Session


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Module Title LH Applied Econometrics
SchoolBirmingham Business School
Department Birmingham Business School
Module Code 08 03433
Module Lead Federico Lampis
Level Honours Level
Credits 10
Semester Semester 1
Pre-requisites
Co-requisites
Restrictions Available to all students who have been allowed onto the final year of a degree programme for which it is compulsory or who have passed 08 08339/08 08341 Introductory Econometrics AB
Contact Hours Lecture-22 hours
Seminar-8 hours
Guided independent study-70 hours
Total: 100 hours
Exclusions
Description

This module illustrates econometric model selection for different substantive issues. The topics covered may vary but share the ultimate goal of developing a solid understanding of econometrics and its applications. Topics covered include: equation misspecification, omitted variables, simultaneous equation bias, instrumental variables, dynamic single equation models, foreign exchange markets efficiency tests, static, dynamic and equilibrium-correction models, causality and exogeneity, cointegration tests, Johansen's estimator and a money-demand function, generalised linear models for binary and categorized dependent variables, fises and random effect models for panel and other multilevel structures.  Diagnostic testing is discussed as it arises.

Learning Outcomes

On completion of this module students should be able to:

  • demonstrate systematic knowledge and understanding of econometric methods and tools and their application to specific problems;
  • explain how formal econometric models are developed and used;
  • conduct complex empirical econometric investigations and interpret their results.
Assessment 03433-01 : Exam : Exam (Centrally Timetabled) - Written Unseen (100%)
Assessment Methods & Exceptions 2 hr written examination (100%)
Other Duplicate of Dubai-based module 08 30411
Reading List