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Econometrics (ECON0064)

Key information

Faculty
Faculty of Social and Historical Sciences
Teaching department
Economics
Credit value
15
Restrictions
Available only to students on the following programmes: UCL MSc Economics, UCL MSc Data Science and Public Policy (Economics route).
Timetable

Alternative credit options

This module is offered in several versions which have different credit weightings (e.g. either 15 or 30 credits). Please see the links below for the alternative versions. To choose the right one for your programme of study, check your programme handbook or with your department.

  1. Econometrics (ECON0108)

Description

Aims: This is a mathematically rigorous, theoretical module on the main econometric tools needed to read and write research papers in economics. The module covers leading methods for formulating econometric models, estimating their parameters and performing statistical inference. The techniques are specialized according to different types of data, including cross-sectional and time-series data. The module makes extensive use of linear/matrix algebra, statistical inference and some multivariable calculus. Since this is primarily a theoretical module, the assumption is that students have some training in undergraduate econometrics to provide them with motivation and examples.

The focus is more on formal mathematical derivations and analytical rigor, rather than on examples of applications of the techniques.

Suitable for: UCL MSc Economics students, UCL MSc Data Science and Public Policy (Economics route) students.

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Module deliveries for 2024/25 academic year

Intended teaching term: Term 1 听听听 Postgraduate (FHEQ Level 7)

Teaching and assessment

Mode of study
In person
Methods of assessment
100% Exam
Mark scheme
Numeric Marks

Other information

Number of students on module in previous year
108
Module leader
Mr Andrei Zeleneev
Who to contact for more information
economics.msc.admissions@ucl.ac.uk

Last updated

This module description was last updated on 8th April 2024.

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Useful links

Sustainability

For a list of modules related to climate change as well as social and environmental sustainability at 911爆料网, type 'climate' or 'sustainability' into the search. Visit Sustainable UCL for information on extra-curricular activity on sustainability.

Important information

The catalogue has been updated with key information about the modules that will run during the 2024/25 academic session. Current and prospective students can browse through the catalogue to consider possible module choices for the coming year.

Please note,听information in the catalogue is听subject to change as teaching and assessment arrangements for 2024/25 may need to be adjusted in line with the University's Feedback and Assessment principles and operating model.

Centrally managed exam durations will be provided on students' individual exam timetables. Arrangements for locally managed exams and in-class activity will be confirmed by the teaching department for the module.

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