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2021/22 Taught Postgraduate Module Catalogue

LUBS5134M Econometrics

15 creditsClass Size: 180

Module manager: Dr Peter Phelps

Taught: 1 Sep to 31 Jan (adv yr), Semester 1 (Sep to Jan) View Timetable

Year running 2021/22

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


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:
- Apply insightful interpretation and evaluation skills
- Communicate in writing to an advanced academic level


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 typeNumberLength hoursStudent hours
Computer Class41.004.00
Class tests, exams and assessment11.001.00
Private study hours121.00
Total Contact hours29.00
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

Assessment typeNotes% of formal assessment
Assignment2,000 words30.00
Total percentage (Assessment Coursework)30.00

The resit for this module will be 100% by examination

Exam typeExam duration% of formal assessment
Standard exam (closed essays, MCQs etc)2 hr 00 mins70.00
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 website

Last updated: 30/06/2021 15:20:01


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