Module manager: Dr Peter Phelps
Email: P.Phelps@leeds.ac.uk
Taught: Semester 1 (Sep to Jan) View Timetable
Year running 2024/25
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.
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
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
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.
| Delivery type | Number | Length hours | Student hours |
|---|---|---|---|
| Workshop | 4 | 1 | 4 |
| Lecture | 1 | 1 | 1 |
| Lecture | 10 | 2 | 20 |
| Seminar | 4 | 1 | 4 |
| Private study hours | 121 | ||
| Total Contact hours | 29 | ||
| Total hours (100hr per 10 credits) | 150 | ||
This could include a variety of activities, such as reading, watching videos, question practice and exam preparation.
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.
| Assessment type | Notes | % of formal assessment |
|---|---|---|
| Assignment | 2,000 words | 30 |
| Total percentage (Assessment Coursework) | 30 | |
The resit for this module will be 100% by 2 hours examination.
| Exam type | Exam duration | % of formal assessment |
|---|---|---|
| Standard exam (closed essays, MCQs etc) | 2.0 Hrs 0 Mins | 70 |
| Total percentage (Assessment Exams) | 70 | |
Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated
The reading list is available from the Library website
Last updated: 8/16/2024
Errors, omissions, failed links etc should be notified to the Catalogue Team