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