2015/16 Taught Postgraduate Module Catalogue
LUBS5134M Econometrics
15 creditsClass Size: 180
Module manager: Dr Peter Phelps
Email: P.Phelps@leeds.ac.uk
Taught: Semester 1 (Sep to Jan) View Timetable
Year running 2015/16
This module is not approved as an Elective
Objectives
This module aims to provide students with a solid theoretical understanding of a range of standard econometric techniques. Besides the standard regression techniques, the course provides students with an appreciation and understanding of econometric issues that may pose difficulties in econometric analyses, as well as techniques to overcome these issues.Learning outcomes
Upon completion of this module students will be able to:
- critically assess econometric theory
- assess econometric issues and critically compare the techniques to overcome them
Skills outcomes
Upon completion of this module students will be able to:
Transferable
- Apply insightful interpretation and evaluation skills
- Communicate in writing to an advanced academic level
Syllabus
Indicative content
This module covers the following topic areas:
(1) introduction to the classical linear regression model, including assumptions and properties of the Ordinary Least Squares estimator
(2) hypothesis testing
(3) structural change and dummy variable interaction models
(4) endogeneity and instrumental variable estimators
(5) heteroskedasticity
(6) time-series econometrics
This module develops through workshops students’ confidence in using the econometric and statistical package STATA.
Teaching methods
Delivery type | Number | Length hours | Student hours |
Class tests, exams and assessment | 1 | 2.00 | 2.00 |
Lecture | 11 | 2.00 | 22.00 |
Seminar | 10 | 1.00 | 10.00 |
Private study hours | 116.00 | ||
Total Contact hours | 34.00 | ||
Total hours (100hr per 10 credits) | 150.00 |
Opportunities for Formative Feedback
Progress will be monitored by students’ contributions made to the seminars. The class test (week 6) will provide evidence of progress made and feedback to students will be provided after the test. There will be a review session in week 11, which will provide suggestions on how best to prepare for the final examination.Methods of assessment
Coursework
Assessment type | Notes | % of formal assessment |
Assignment | 2,000 words | 30.00 |
Total percentage (Assessment Coursework) | 30.00 |
Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated
Exams
Exam type | Exam duration | % of formal assessment |
Standard exam (closed essays, MCQs etc) | 2 hr 00 mins | 70.00 |
Total percentage (Assessment Exams) | 70.00 |
Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated
Reading list
The reading list is available from the Library websiteLast updated: 11/03/2015
Browse Other Catalogues
- Undergraduate module catalogue
- Taught Postgraduate module catalogue
- Undergraduate programme catalogue
- Taught Postgraduate programme catalogue
Errors, omissions, failed links etc should be notified to the Catalogue Team.PROD