Module Catalogues

Econometric Theory

Module Title Econometric Theory
Module Level Level 2
Module Credits 5.00
Academic Year 2021/22
Semester SEM2

Aims and Fit of Module

This module aims to provide students with a sound understanding of the econometric theory behind empirical models in economics and finance. Topics included within this context focus on linear multiple regression methods and their implementation to the broad field of economics and finance.

Learning outcomes

A. Demonstrate knowledge of econometric theory to conduct advanced econometric analysis
B. Prove and demonstrate the theoretical properties of different estimation techniques
C. Understand the limitations of econometric techniques when applied to different circumstances

Method of teaching and learning

Lectures will cover econometric theory as well as some example of how these theories are commonly applied in the field of economics and finance. Tutorials will then provide students with further time and opportunities to discuss and deepen their understandings of econometric theory by solving additional problem sets. The solutions will then be discussed and explained during tutorials.