2018/19 Taught Postgraduate Module Catalogue
LUBS5134M Econometrics
15 creditsClass Size: 180
Module manager: Dr Peter Phelps
Email: P.Phelps@leeds.ac.uk
Taught: 1 Sep to 31 Jan (Adv pre 2223), Semester 1 (Sep to Jan) View Timetable
Year running 2018/19
Pre-requisite qualifications
For all programmes except MSc Economics and MSc Economics and Finance, a sufficient background in mathematics, statistics or econometrics from previous degree (to be approved by the module leader)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 |
| Computer Class | 4 | 1.00 | 4.00 |
| Class tests, exams and assessment | 1 | 1.00 | 1.00 |
| Lecture | 10 | 2.00 | 20.00 |
| Seminar | 4 | 1.00 | 4.00 |
| Private study hours | 121.00 | ||
| Total Contact hours | 29.00 | ||
| Total hours (100hr per 10 credits) | 150.00 | ||
Opportunities for Formative Feedback
Progress is monitored by students’ contributions made to the seminars. The midterm class test provides evidence of progress made. Feedback to students is provided after the test. A review session takes place in week 11, which provides suggestions on how 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 | |
The resit for this module will be 100% by examination
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 | |
The resit for this module will be 100% by 2 hours examination
Reading list
The reading list is available from the Library websiteLast updated: 12/12/2018 10:48:53
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- Undergraduate module catalogue
- Taught Postgraduate module catalogue
- Undergraduate programme catalogue
- Taught Postgraduate programme catalogue
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