EC1C1      Half Unit
Econometrics I

This information is for the 2025/26 session.

Course Convenor

Availability

Requisites

Pre-requisites:

Students must have completed ST109 and EC1P1 before taking this course.

Co-requisites:

Students must complete MA108 or MA100 either before taking this course or in the same year as this course.

This course is an applied introduction to econometrics. Its aim is to introduce students to the principles of estimation, statistical inference, and the central tool of regression. The course draws on empirical questions and you will learn some basic programming and data handling skills in the process. You will learn how statistical tools can be used to answer causal questions (e.g., “What is the causal effect of electing a better educated politician on the quality of service delivery?”). as well as prediction problems (e.g., "how do individual characteristics, such as income or education, predict who political parties select to run for office?"). 

Topics include: randomised experiments; univariate regression; omitted variable bias; statistical inference; standard errors; and hypothesis testing. 

1 hours of lectures in the Spring Term.
20 hours of lectures, 9 hours of lectures and 5 hours of workshops in the Winter Term.

This course has a reading week in Week 6 of Winter Term.

There will be a reading week in Week 6 of WT only (no lectures or classes that week).

This course is delivered through a combination of classes and lectures totalling a minimum of 30 hours across the Winter Term.  

There are weekly assignments and feedback will be given on two.

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

Exam (85%), duration: 120 Minutes, reading time: 15 minutes in the Spring exam period

Continuous assessment (15%)