Postgraduate taught 

Behavioural Science MSc

Econometrics ECON5143

  • Academic Session: 2023-24
  • School: Adam Smith Business School
  • Credits: 20
  • Level: Level 5 (SCQF level 11)
  • Typically Offered: Semester 1
  • Available to Visiting Students: No

Short Description

This course presents the main applied econometric methods for analysing empirical data in economics and the surroundings fields. In addition to refresh the basic statistical concepts, the course will cover: panel data, non-linear models of choice, methods of identification, handling large databases, regression-discontinuity analysis, methods for RCT.

Timetable

Lectures: 10 x 2hours

Tutorials: 5 x 1hour

On campus

Excluded Courses

None

Co-requisites

None

Assessment

ILOs

Assessment

Weighting

Word length/Duration

2,3 

Written Assignment 

25%

1000 words

Main Assessment In: December

Course Aims

The aim of the course is to provide students with the main econometric tools for analysing and interpreting empirical micro data. Different key models as well as estimation methods will be covered such that students will be able to independently and creatively formulate their econometric model, apply specialised tools for the analysis of experimental and non-experimental data.

Intended Learning Outcomes of Course

By the end of this course students will be able to:

1. Apply the fundamental statistical knowledge for Microeconometrics

2. Estimate Choice Models

3. Analyse causality in the empirical data

4. Select the most appropriate regression model according to the type of data at hand

Minimum Requirement for Award of Credits

Students must submit at least 75% by weight of the components (including examinations) of the course's summative assessment.