Module Details

EC996-8-AU-CO: Topics In Econometrics

Note: This module is inactive. Visit the Module Directory to view modules and variants offered during the current academic year.

Year: 2016/17
Department: Economics
Essex credit: 20
ECTS credit: 10
Available to Study Abroad / Exchange Students: No
Full Year Module Available to Study Abroad / Exchange Students for a Single Term: No
Outside Option: No

Supervisor: Prof Joao Santos Silva
Teaching Staff: Prof Joao Santos Silva
Contact details: For further information, send a message to

Module is taught during the following terms
Autumn Spring Summer

Module Description

This module starts with the study of linear estimation methods, including ordinary least squares, systems of regression equations, simultaneous equations, models for cointegrated data and panel data models. Next, the module proceeds to cover general procedures for estimation and inference, focusing on maximum likelihood and generalized method of moments. Other inference tools are also covered, including semi-parametric and non-parametric estimation methods, quantile regression and bootstrap. The module concludes with the treatment of a number of specific non-linear estimation methods for discrete choice and limited dependent variable models.

On satisfactory completion of this module, students will have gained a mastery of a number of sophisticated econometric methods of inference which are of use in advanced empirical research. Students will be equipped with knowledge and understanding to grasp the methods of inference used in complex and up-to-date empirical research and will be able to creatively use these methods in their own research or professional work. In completing the weekly problem-sets, students will demonstrate their problem-solving, analytical, and deductive skills.

Key employability skills delivered by the module include analytical reasoning, conceptualization, critical evaluation, model building, mathematical operations, interpretation of mathematical models, econometrics and statistics, data analysis, independent inquiry, handling of information, and use of the World Wide Web and data analysis software

Learning and Teaching Methods

In addition to the lectures, the module includes weekly classes which provide training in the use of the econometrics computer software Stata.


Whichever is the Greater: EITHER 50 per cent Coursework Mark, 50 per cent Exam Mark OR 100 per cent Exam Mark

Exam Duration and Period

2:00 during Christmas vacation.


  • Cameron, A.C. and P.K. Trivedi (2005). Microeconometrics: Methods and Applications, CUP.
  • Cameron, A.C. and P.K. Trivedi (2009). Microeconometrics using Stata, Stata Press.
  • Davidson, R. and J. MacKinnon (2004). Econometric Theory and Methods, OUP.
  • Goldberger, A.S. (1991). A Course in Econometrics, Harvard University Press.
  • Greene, W.H. (2012). Econometric Analysis (7th edition), Pearson.
  • Lee, M.-j. (2010). Micro-Econometrics 2nd ed, Springer.
  • Wooldridge, J.M. (2010). Econometric Analysis of Cross Section and Panel Data, 2nd ed, MIT Press.

Further information