Description
Aims: This is a mathematically rigorous, theoretical module on the main econometric tools needed to read and write research papers in economics. The module covers leading methods for formulating econometric models, estimating their parameters and performing statistical inference. The techniques are specialized according to different types of data, including cross-sectional and time-series data. The module makes extensive use of linear/matrix algebra, statistical inference and some multivariable calculus. Since this is primarily a theoretical module, the assumption is that students have some training in undergraduate econometrics to provide them with motivation and examples.
The focus is more on formal mathematical derivations and analytical rigor, rather than on examples of applications of the techniques.
Suitable for: Ïã¸ÛÁùºÏ²Ê MSc Economics students, Ïã¸ÛÁùºÏ²Ê MSc Data Science and Public Policy (Economics route) students.
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Module deliveries for 2024/25 academic year
Last updated
This module description was last updated on 19th August 2024.
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