Intermediate Econometrics

Undergraduate | 2026

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Area/Catalogue
ECON 2006
Course ID icon
Course ID
200333
Level of study
Level of study
Undergraduate
Unit value icon
Unit value
6
Course level icon
Course level
2
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Inbound study abroad and exchange
Inbound study abroad and exchange
The fee you pay will depend on the number and type of courses you study.
Yes
University-wide elective icon
University-wide elective course
Yes
Single course enrollment
Single course enrolment
Yes
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Note:
Course data is interim and subject to change

Course overview

This course provides tools for, and deeper understanding of, the econometric techniques used to analyse data sets in economics with a focus on the methods of statistics, inference, and regression. It emphasises understanding the theory of the methods involved, and comprehensive application of these methods, including interpreting and commenting on the results obtained using specialised software. The course introduces multiple regression analysis, which remains the most used statistical technique in econometrics. It considers various aspects of linear regression models and includes dummy variables, different functional forms and the consequences of violation of the classical regression assumptions.

Course learning outcomes

  • Demonstrate an in-depth knowledge of economic data structure and use appropriate visual tools to present data
  • Write regressions in matrix form
  • Estimate simple and multiple linear regressions with quantitative data
  • Test and correct for heteroscedasticity and autocorrelation
  • Estimate linear regressions with qualitative data
  • Interpret and evaluate regression results in context

Prerequisite(s)

N/A

Corequisite(s)

N/A

Antirequisite(s)

N/A