Module Catalogues, Xi'an Jiaotong-Liverpool University   
Module Code: ECO203
Module Title: Econometric Theory
Module Level: Level 2
Module Credits: 5.00
Academic Year: 2017/18
Semester: SEM2
Originating Department: International Business School
Pre-requisites: N/A
This module aims to provide students with a sound understanding of the econometric theory behind empirical models in economics and finance. Topics included within this context focus on linear multiple regression methods and their implementation to the broad field of economics and finance.
Learning outcomes 
A. Demonstrate knowledge of econometric theory to conduct advanced econometric analysis

B. Prove and demonstrate the theoretical properties of different estimation techniques

C. Understand the limitations of econometric techniques when applied to different circumstances

Method of teaching and learning 
Lectures will cover econometric theory as well as some example of how these theories are commonly applied in the field of economics and finance. Tutorials will then provide students with further time and opportunities to discuss and deepen their understandings of econometric theory by solving additional problem sets. The solutions will then be discussed and explained during tutorials.
1. Introduction to econometric theory

2. Relationships between two variables

3. K-variable linear equation

4. Maximum likelihood

5. Heteroskedasticity and autocorrelation

6. Multiple equation models

7. Univariate time series modelling

8. Generalized method of moments

9. Panel data

10. Discrete and limited dependent variable
Delivery Hours  
Lectures Seminars Tutorials Lab/Prcaticals Fieldwork / Placement Other(Private study) Total
Hours/Semester 26    12      112  150 


Sequence Method % of Final Mark

Module Catalogue generated from SITS CUT-OFF: 10/22/2017 10:43:12 AM