Programme And Module Handbook
Course Details in 2019/20 Session

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Module Title LI Econometric Methods
SchoolBirmingham Business School
Department Birmingham Business School
Module Code 08 21726
Module Lead William Pouliot
Level Intermediate Level
Credits 10
Semester Semester 2
Co-requisites LI Econometrics - (08 29172)
Restrictions Available to all students who have been allowed onto the second year of a degree programme for which it is a compulsory module or who have passed 08 29162 Advanced Mathematics for Economics.
Contact Hours Lecture-20 hours
Guided independent study-80 hours
Total: 100 hours

This module covers many of the econometric topics from the Econometrics module, but uses a different method of analysis: it covers linear regression analysis, OLS and its properties, violations of the classical assumptions etc. using matrices. In this module, regression models are represented in matrix form, the OLS estimator is derived using matrix differentiation, and so on. Specifically this module involves: revision of matrix algebra; matrix differentiation, Gauss-Markov theorem, statistical distributions, hypothesis testing of linear restrictions, non-spherical errors and restricted least squares estimation.

Learning Outcomes

On completion of this module the student will be able to:

  • demonstrate knowledge and critical understanding of the fundamentals of econometric theory;
  • derive estimators under certain conditions and prove their properties;
  • derive the distributions of various hypothesis test statistics for testing parameter restrictions.
Assessment 21726-01 : Exam : Exam (Centrally Timetabled) - Written Unseen (100%)
Assessment Methods & Exceptions 2 hour written examination (100%) Reassessment: 2 hour written examination (100%)
Other None
Reading List