Not available in 2021/22
EC2C4 Half Unit
This information is for the 2021/22 session.
To be confirmed.
This course is compulsory on the BSc in Economics and Economic History, BSc in Finance, BSc in International Social and Public Policy and Economics, BSc in Philosophy and Economics and BSc in Politics and Economics. This course is available on the BSc in Accounting and Finance, BSc in Environment and Development, BSc in Mathematics and Economics, BSc in Mathematics with Economics, BSc in Mathematics, Statistics and Business, BSc in Philosophy, Politics and Economics and Diploma in Accounting and Finance. This course is available as an outside option to students on other programmes where regulations permit. This course is available with permission to General Course students.
Students must have completed Econometrics I (EC2C3).
This course builds on the material learned in EC2C3. Its aim is to present to you the theory and practice of empirical research in economics. We will use calculus instead of matrix algebra and follows a textbook by Wooldridge closely. The focus of the course is on the underlying econometric theory: estimation methods, properties of estimators (unbiasedness, standard error formula, sampling distribution, consistency) and hypothesis testing. Topics include: Bivariate and multiple regression (estimation, inference, asymptotic property); endogeneity (omitted variables and simultaneity); instrumental variables and two-stage least squares; binary choice models; and time series analysis.
30 hours of lectures and 10 hours of classes in the LT.
Students will be expected to produce 10 pieces of coursework in the LT.
• 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 (100%, duration: 2 hours) in the summer exam period.
Course selection videos
Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.
Important information in response to COVID-19
Please note that during 2021/22 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 differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching 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.
Total students 2020/21: Unavailable
Average class size 2020/21: Unavailable
Capped 2020/21: No
Value: Half Unit
Personal development skills
- Team working
- Problem solving
- Application of information skills
- Application of numeracy skills
- Specialist skills