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EC4401 Advanced Econometrics

SCOTCAT credits:20
Academic year(s):2017/8
Level:
SCQF Level 10
Semester:2
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.

Place in programme(s) and relationship to other modules

Undergraduate

Optional for all Economics degrees, Financial Economics, BA (Int Hons) Economics

UG Pre-requisite(s):EC3301 or MT3508
UG Anti-requisite(s):EC4202, EC4602

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).
Total module hours:
  • Scheduled learning: 31
  • Guided independent study: 169

Assessment pattern

UG As defined by QAA:
  • Written examinations: 100%
  • Practical examinations: 0%
  • Coursework: 0%
UG As used by St Andrews:2-hour Written Examination = 50%, Coursework (incl. 2 x Class Test 25% each) = 50%
UG Re-assessment:2-hour Written Examination = 100%

Personnel

Module coordinator:Prof R McCrorie
Module teaching staff:Prof R McCrorie