This course is available on the BSc in Econometrics and Mathematical Economics and BSc in Mathematics and Economics. This course is available with permission as an outside option to students on other programmes where regulations permit and to General Course students.
This course is available on the BSc in Econometrics and Mathematical Economics and BSc in Mathematics and Economics. This course is available with permission as an outside option to students on other programmes where regulations permit and to General Course students.
15 hours of lectures and 10 hours of classes in the MT. 15 hours of lectures and 10 hours of classes in the LT. This course is delivered through a combination of classes and lectures totalling a minimum of 50 hours across Michaelmas Term and Lent Term. This year, some or all of this teaching will be delivered through a combination of virtual classes, live streamed (recorded) lectures, and some flipped content delivered as short online videos.
Written answers to set problems will be expected on a weekly basis.?Students are also expected to make positive contributions to class discussions.
The main texts for the lectures are Bruce Hansen?s lecture notes (downloadable at https://www.ssc.wisc.edu/~bhansen/econometrics/) for MT, and Davidson & MacKinnon (2004) Econometric Theory and Methods, Oxford University Press for LT. Other useful texts include Davidson (2000) Econometric Theory, Amemiya (1985) Advanced Econometrics, and Hayashi (2000) Econometrics.
Exam (100%, duration: 3 hours, reading time: 15 minutes) in the summer exam period.