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ES30028: Econometrics 2

Follow this link for further information on academic years Academic Year: 2013/4
Further information on owning departmentsOwning Department/School: Department of Economics
Further information on credits Credits: 6
Further information on unit levels Level: Honours (FHEQ level 6)
Further information on teaching periods Period: Semester 2
Further information on unit assessment Assessment: EX 100%
Further information on supplementary assessment Supplementary Assessment: Reassessment not allowed
Further information on requisites Requisites: Before taking this unit you must take ES30027
Further information on descriptions Description: Aims:
The aim of this Unit is to build on the work done in the first semester course unit EC30020 Econometrics 1 taking the analysis of econometrics to a higher level. The emphasis is therefore on introducing the students to a wide range of different techniques currently in use in econometrics, enabling them to critically evaluate econometric work done by others, as well as increasing their ability to do their own empirical work. The emphasis is on both theory and applications in equal measure.

Learning Outcomes:
By the end of the semester students will understand a wide variety of econometric techniques and be able to undertake their own econometric analysis making use of those techniques. They will have undertaken empirical work using RATS and LIMDEP. By the end of the unit students will be sufficiently competent in econometrics to pursue a masters in Economics, and will also have assimilated techniques which will be valuable in a commercial environment.


The Unit follows Johnson's classic text to a large extent, although going beyond that in significant areas. Specific topics include: nonlinear least squares; ARIMA modelling; stationarity and cointegration and limited dependent variable analysis.
Key texts:
* Jack Johnson and John Dinardo Econometrics
* Koutsoyiannis Econometrics
* Pindyck and Rubinfeld Econometric Models and Economic Forecasts
* Cuthbertson, Hall and Taylor Applied Econometric Techniques.
Further information on programme availabilityProgramme availability:

ES30028 is Optional on the following programmes:

Department of Economics
  • UHES-AFB03 : BSc (hons) Economics (Full-time) - Year 3
  • UHES-AKB03 : BSc (hons) Economics (Full-time with Thick Sandwich Placement) - Year 4
  • UHES-AFB02 : BSc (hons) Economics and International Development (Full-time) - Year 3
  • UHES-AKB02 : BSc (hons) Economics and International Development (Full-time with Thick Sandwich Placement) - Year 4
  • UHES-AFB01 : BSc (hons) Economics and Politics (Full-time) - Year 3
  • UHES-AKB01 : BSc (hons) Economics and Politics (Full-time with Thick Sandwich Placement) - Year 4

* This unit catalogue is applicable for the 2013/4 academic year only. Students continuing their studies into 2014/15 and beyond should not assume that this unit will be available in future years in the format displayed here for 2013/14.
* Programmes and units are subject to change at any time, in accordance with normal University procedures.
* Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.