Yearbooks

Applied econometrics 810


 
Module code LEK 810
Qualification Postgraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

Econometrics. Linear regression: assumptions of the linear regression model, OLS estimators and properties, hypothesis testing (single and multiple restrictions), forecasting, dummy variables. Violations of the linear model assumptions: multi-colinearity, heteroscedasticity, serial correlation and distributed lag models, (GLS estimators). Advanced topics: Quantitative response models (logit, tobit and probit analysis) co-integration, instrumental variables and 2-stage least squares.

Module credits 15.00
Prerequisites LEK 725 or equivalent
Contact time 1 lecture per week, 1 practical per week
Language of tuition English
Academic organisation Agric Econ, Ext + Rural Dev
Period of presentation Semester 1

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