2024/25 Taught Postgraduate Module Catalogue

LUBS5134M Econometrics

15 creditsClass Size: 90

Module manager: Dr Peter Phelps
Email: P.Phelps@leeds.ac.uk

Taught: Semester 1 (Sep to Jan) View Timetable

Year running 2024/25

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
Workshop	4	1.00	4.00
Lecture	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

Private study

This could include a variety of activities, such as reading, watching videos, question practice and exam preparation.

Opportunities for Formative Feedback

Your teaching methods could include a variety of delivery models, such as face-to-face teaching, live webinars, discussion boards and other interactive activities. There will be opportunities for formative feedback throughout the module.

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 2 hours 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

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 website

Last updated: 16/08/2024 11:44:41

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