Postgraduate: Level 7
Thursday 03 October 2019
Saturday 14 December 2019
20 September 2019
Requisites for this module
MSC L11024 Applied Economics and Data Analysis,
MSC L10012 Economics,
MSC L100EK Economics,
MSC L100PP Economics with Professional Placement,
MSC L10312 Financial and Business Economics,
MSC L11112 Financial Economics,
MSC L16012 International Economics,
MSC L12012 Money and Banking,
MSC L14112 Economics with Data Analytics
This module covers the basic methods of linear regression and hypothesis testing, including extensions to models with autocorrelated and heteroskedastic disturbances and to models with lagged dependent variables. The time series concepts of unit roots and co-integration are also introduced as are the fundamental ideas of models with endogenous regressors and panel data models.
The aims of this module are to equip students with a mastery of econometric methods applicable to a wide variety of situations, ranging from the classical and generalised linear models through to nonstationary dynamic models, models with endogenous regressors and panel data models.
Upon completion of the module, students should demonstrate professional understanding of the methods of estimation and inference as applied in these models, and be able to conduct their own empirical research using them. In completing the weekly problem-sets, students will demonstrate their problem-solving, analytical, and deductive skills. Key employability skills delivered by the module include analytical reasoning, model building, mathematical operations, interpretation of mathematical models, econometrics and statistics, and data analysis.
Key employability skills delivered by the module include self-awareness and reflection. The key academic skills delivered by the module are detailed in the Key Skills table.
No additional information available.
One 2 hour lecture per week plus one class per week.
Feedback for this module will occur through: class meetings, where we will go over the answers to problem sets and where you will be able to ask questions about your own method of solution; outline answers that will be posted on the website for the module that will give you written guidance on the appropriate method to approach the problem sets and tests; and office hours, where any additional questions can be addressed. You should ensure that you use these methods to understand how to improve your own performance.
- Verbeek, Marno. (2017) A guide to modern econometrics, Hoboken: John Wiley & Sons.
The above list is indicative of the essential reading for the course. The library makes provision for all reading list items, with digital provision where possible, and these resources are shared between students. Further reading can be obtained from this module's reading list.
Assessment items, weightings and deadlines
|Coursework / exam
||120 minutes during Summer (Main Period) (Main)
Module supervisor and teaching staff
Lectures: Prof Marcus Chambers / Classes: various
For further information, send a message to firstname.lastname@example.org
Dr Roberto Bonilla Trejos
The University of Newcastle-upon-Tyne
Available via Moodle
Of 64 hours, 62 (96.9%) hours available to students:
2 hours not recorded due to service coverage or fault;
0 hours not recorded due to opt-out by lecturer(s).
Disclaimer: The University makes every effort to ensure that this information on its Module Directory is accurate and up-to-date. Exceptionally it can
be necessary to make changes, for example to programmes, modules, facilities or fees. Examples of such reasons might include a change of law or regulatory requirements,
industrial action, lack of demand, departure of key personnel, change in government policy, or withdrawal/reduction of funding. Changes to modules may for example consist
of variations to the content and method of delivery or assessment of modules and other services, to discontinue modules and other services and to merge or combine modules.
The University will endeavour to keep such changes to a minimum, and will also keep students informed appropriately by updating our programme specifications and module directory.
The full Procedures, Rules and Regulations of the University governing how it operates are set out in the Charter, Statutes and Ordinances and in the University Regulations, Policy and Procedures.