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EC4401   Advanced Econometrics

Academic year(s): 2019-2020

Key information

SCOTCAT credits : 20

ECTS credits : 10

Level : SCQF level 10

Semester: 2

Availability restrictions: Available to General Degree students with the permission of the Honours Adviser

Planned timetable: To be arranged.

The module seeks to equip students with advanced skills in data analysis by introducing a number of estimation methods commonly used in economics. These include, limited dependent variable models, pooled cross-section and panel models, two-stage least squares, time series methods and simultaneous equation models. The module builds upon the knowledge of the linear regression model acquired in EC3301.

Relationship to other modules

Pre-requisite(s): Before taking this module you must pass EC3301 or pass MT3508

Learning and teaching methods and delivery

Weekly contact: 20 hours of lectures over 11 weeks, , 2-hour practical classes (x 3 weeks), 1-hour tutorial (x 5 weeks) plus 1 office hour (x 12 weeks).

Scheduled learning hours: 31

Guided independent study hours: 169

Assessment pattern

As used by St Andrews: 2-hour Written Examination = 50%, Coursework (incl. 2 x Class Test 25% each) = 50%

As defined by QAA
Written examinations : 100%
Practical examinations : 0%
Coursework: 0%

Re-assessment: 2-hour Written Examination = 100%

Personnel

Module coordinator: Professor J R McCrorie
Module teaching staff: Prof Roderick McCrorie
Module coordinator email jrm210@st-andrews.ac.uk