Pre-Sessional Econometrics
As Taught Autumn Semester 2011
Dr R Upward, School of Economics, University of Nottingham
Module
Title: Pre-Sessional Econometrics
Module
Code: L14202
Total
Credits: 0
Level
of Study: Post Graduate
Offering
School: School of
Economics
Frequency
of Class: 5 x 2 hour
lectures per week (for one week)
Targeted Students: MSc students
in the School of Economics.
The content
presented here provides information for prospective students on module L14202 –
‘Pre-Sessional Econometrics’, offered by the School of Economics, University of
Nottingham. The module is conveyed by Dr R Upward.
The module reviews probability, statistics and matrix algebra techniques that are used in econometric theory. The module aims to provide students with the necessary background to study econometric theory. The module is compulsory for M.Sc. students.
Module
content
Random
Variables and Probability Theory
Probability variables, Distributions, Moments, Estimation, Hypothesis
Testing
Linear
Regression
Bivariate regression, OLS, Hypothesis testing, Multiple regression with
matrix notation