School of Economics and Finance

ECOM032 - Econometrics B

This module provides an introduction to a range of econometric models and techniques used in research in relation to microeconomic, macroeconomic, and financial data. Students who successfully complete the module will be able to produce econometric inference methods adapted to practical economic problems. Time permitting, concepts and techniques to be covered include: panel data, unobserved heterogeneity and fixed effects, instrument methods, maximum likelihood estimation and its asymptotic properties, the Euler equation model and moment conditions, the Generalized Method of Moments, specification testing, limited dependent variables, and nonparametric methods.