Undergraduate - Econometrics
Appropriate for Which Degrees:
- Optional Finals Course for PPE, E&M, H&E
- Optional Part II Finals Course for EEM, MEM
Introduction
Overview:
This course intends to expose you to the statistical techniques that economists use for estimating, testing, and forecasting economic relationships. The emphasis is on understanding the techniques involved and also on what they mean in terms of the economic problem being studied. Successful completion of this course should allow you to read much of the professional empirical literature in economics.
Prerequisites:
This course assumes that you have a good grasp of the concepts covered in Quantitative Economics.
Textbook:
The main text is:
- Introduction to Econometrics, 2nd edition (published by Pearson Education) by James Stock and Mark Watson.
You may also consult the following text:
- Introductory Econometrics: A Modern Approach by Jeffrey Wooldridge (latest edition).
Further Information
Further information is only available for Intranet and Privileged Users