Hosting a new Econometrics course

The Economic Society is pleased to host the live broadcast of a new econometrics course delivered by Dr. Hany Abdel-Latif at Swansea University, UK. The new course, which is coded as as MN-M038, is a compulsory module in the M.Sc. Economics program at Swansea. Besides broadcasting live lectures, all the course material (e.g., lecture notes, datasets, assignment, etc …) will be made available on our website. The course is consisted of 10 weekly lectures with the first lecture to take place on Monday October 2nd 2017 2:00 pm (UK time). If you would like to watch the lectures live, please like our Facebook page where the lectures will be broadcasted.

About MN-M038 Econometrics: 

Econometric Methods aims to provide students with both a theoretical and a practical knowledge of econometric techniques. This is intended to help students with the skills required to perform advanced economic and financial analysis. Practical examples and practical sessions are used to illustrate the concepts involved, and particular emphasis is given to using real data in testing theoretical models and obtaining estimates of key parameters of data generating processes.

Syllabus

  • Diagnostic testing of the linear regression model: Ordinary Least Squares, BLUE, Autocorrelation and Heteroscedasticity problems, Hypothesis testing;
  • Simultaneous equation systems: identification and estimation
  • Limited dependent variables models
  • Panel data methods: Fixed effects, random effects, dynamic panel.
  • Unit root and cointegration techniques: modern developments and applications
  • ARCH-GARCH Models

To learn more about the new course and the Masters program at Swansea University, please visit the program webpage here.

The Economic Society 2024