Programme And Module Handbook
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Module Title LI Introductory Econometrics B
SchoolBirmingham Business School
Department Birmingham Business School
Module Code 08 08341
Module Lead Yiannis Karavias
Level Intermediate Level
Credits 10
Semester Full Term
Co-requisites LI Introductory Econometrics A - (08 08339)
Restrictions Available to all students who have been allowed onto the secon year of a degree programme for which it is compulsory or who have passed either 08 11099/08 11101 Introductory Quantitative Methods AB or 11102/08 11103 Advanced Quantitative Methods AB.
Contact Hours Guided independent study-70 hours
Seminar-10 hours
Lecture-20 hours
Total: 100 hours

This linked module reviews basic concepts of probability, statistical theory and methods introduced in the first year modules. They develop ideas of random variables, sampling, estimation, hypothesis testing and related aspects of inferential methods in more detail. Two variable and multiple regression models are developed and estimation procedures considered under the classical assumptions as well as violations of these assumptions. Applications to empirical economics are introduced to link the statistical and econometric methods to a range of problems in economics. Weekly problem classes and computer laboratory sessions support the lectures.

Learning Outcomes

On completion of this linked module students will be able to:

  • demonstrate knowledge and critical understanding of econometric theory;
  • apply a range of methods of inference to practical problems in econometrics and empirical economics;
  • interpret econometric results.
Assessment 08341-01 : Overall Mark : Mixed (100%)
Assessment Methods & Exceptions 3 hour examination 60% 2 x tests 20% each (assessed jointly with linked module 08 08339) Reassessment: 3 hour examination (100%)
Other none
Reading List