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 30411
Module Lead
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 in the Department of Economics
Contact Hours Lecture-30 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 By the end of the 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 30411-01 : Coursework : Coursework (100%)
Assessment Methods & Exceptions Assessment: 2000-word coursework (100%)
Other Duplicate of Bham-based module 08 03433
Reading List