M.Phil. - Econometrics

Introduction

The first-year econometrics course aims to provide students with a grounding in econometric theory, statistical and probability theory, and empirical applications in economics, such that applied econometrics reported in the main economics journals can be read with a good understanding and a critical perspective. The subject has advanced rapidly over the last couple of decades, and is an essential element in every economist’s toolkit.

The course covers the requisite material through a series of modules on econometrics, time series econometrics, and micro-econometrics.

Taught on the MPhil in Economics

Further Information

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Last edited: 02 05 2012