Welcome to the Home Page for the unit Econometric Analysis (also known as ECTA or U06982).
Here you can find electronic versions of all the course material - lecture notes, practical exercises,
information about the assessment and the exam etc.
WARNING! These resources are not a substitute for
attendance at lectures and practical classes. Students taking this unit are strongly advised to attend all
lectures and practical classes.
Please check the Notice Board section below regularly for special announcements.
Don't forget each week to send me a "One-Minute" e-mail telling me
I will reply to your e-mail with an attempt to explain the point that you don't understand.
Questions and answers will then be added to the ECTA wiki at http://ecta.pbworks.com
- the main thing that you have learned from the lecture(s)
- the main thing that you still don't understand
Induction week. There will be a special session during induction week (on Wednesday 21st September from 13.00-15.00 on RB 1.03) for the European Business Programme students who did not take the Introduction to Econometrics unit with me last year,
but other students are welcome to attend if they want to refresh their memories. Some notes and exercises are available (see below).
There will be two Lectures given by Guy Judge every Thursday, the first from 12.00 - 13.00 in room PO 0.36 and the second from 18.00-19.00 in room LG 1.22
There are three Computer Practical groups, each supervised by Georgia Giordani and all in RB 1.05, as follows
Guy Judge will also operate a Surgery session each Monday from 15.00-16.00 in LG 2.4a to deal with questions and issues arising from lectures, classwork and reading.
- Group 1 Fridays 10.00-11.00
- Group 2 Fridays 13.00-14.00
- Group 3 Fridays 9.00-10.00
Topics and course materials
Week 1 Introduction and overview
Week 2 A review of single equation regression models for cross-section data
Week 3 Further aspects of cross-section data econometric models
Week 4 Regression models with time-series data
Week 5 Further aspects of time-series data econometric models
Week 6 Testing for unit roots, Granger causality and cointegration
Week 7 Instrumental Variables and simultaneous equation models
Week 8 More on Instrumental Variables and simultaneous equation models
Week 9 Limited dependent variables models
Week 10 Pooled and panel data models
Week 11 Review and Revision
A description of what is required for the assessed work and the marking criteria that will be used will be posted here.
Links to other helpful sites
[Guy Judge's Home Page]
[Guy's Statistics and Mathematics for Economics blog>]
[Guy's Econometrics blog]
This Page maintained by Guy
Page Last Updated: November 2011