This course provides an introduction to the econometric techniques used to analyse data sets in economics, business and finance.
The focus is on understanding the methods involved, using statistical software to provide the results and then interpreting and commenting on these results. The course reviews basic statistics, regression and inference, and then introduces multiple regression analysis, which remains the most commonly used statistical technique in econometrics.
To understand the theoretical properties of different econometric estimation and testing procedures under various modeling assumptions
To be able to formulate, estimate, test and interpret suitable models for the empirical study of economic phenomena;
To be able to demonstrate an ability to apply regression techniques using econometric software and be able to program simple estimation routines.
To feel confident about reading and interpreting applied economic journal articles.
The financial sector (stockbrokers, insurance and finance companies, banks);