Not available in 2020/21
Econometrics II

This information is for the 2020/21 session.

Teacher responsible

To be confirmed.


This course is compulsory on the BSc in Econometrics and Mathematical Economics, BSc in Economics and MSc in Economics (2 Year Programme). This course is not available as an outside option nor to General Course students.


Economics (EC1P1)

Microeconomics I (EC1A1)

Macroeconomics I (EC1B1)

Econometrics I (EC1C1)

Course content

This course builds on the knowledge learned in Econometrics I (EC1C1). In the MT part, we will start with the basic theory of econometric methods. Focusing on cross section data and linear models, this part rigorously develops the theory for econometric methods, particularly on the least squares and instrumental variable methods. Topics include finite sample properties (unbiasedness and standard error formula), asymptotic properties (consistency and asymptotic distribution), and inference methods (confidence intervals and hypothesis testing). Some discussions make use of matrix algebra.

During the LT part of the course, you will learn more advanced econometric techniques, like time series and panel data, difference-in-differences, and regression discontinuity designs. Teaching will be based on empirical examples and you will find out how to conduct their own empirical investigation. As part of the course, you will work on an empirical project and write a report about their analysis and findings.


20 hours of lectures and 10 hours of classes in the MT. 20 hours of lectures and 10 hours of classes in the LT.

Formative coursework

During MT, there are weekly assignments and feedback will be given on two. During LT, students are expected to give two progress reports and are given feedback on those.

Indicative reading

  • J. D. Angrist and J. S. Pischke Mastering ‘Metrics. The Path from Cause to Effect, Princeton University Press.
  • J. Wooldridge Introductory Econometrics. A Modern Approach, Cengage
  • J. H. Stock and M. Watson Introduction to Econometrics, Pearson


Exam (50%, duration: 2 hours) in the January exam period.
Coursework (50%, 5000 words) in the LT.

Important information in response to COVID-19

Please note that during 2020/21 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the situation of students in attendance on campus and those studying online during the early part of the academic year. For assessment, this may involve changes to mode of delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.

Key facts

Department: Economics

Total students 2019/20: Unavailable

Average class size 2019/20: Unavailable

Capped 2019/20: No

Value: One Unit

Guidelines for interpreting course guide information

Personal development skills

  • Self-management
  • Team working
  • Problem solving
  • Application of information skills
  • Communication
  • Application of numeracy skills
  • Specialist skills