The linear model with classical measurement error is an alternative to the standard regression model, in which it is assumed that the independent variables are ...

Disturbances in the classical linear regression model that do not have constant variances are said to be heteroscedastic. A vector of standardized residuals is defined whose distribution depends only ...

Description: An introduction to the modern techniques of econometrics and their applications. Topics include: the classical linear regression model (specification, estimation, inference, and ...

This course is available on the MRes/PhD in Economics and MRes/PhD in Management (Marketing). This course is not available as an outside option. Students should have completed an undergraduate level ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

This module will develop your core econometrics skills. The first half of the module provides a grounding in key econometric techniques covering elements such as the classical linear regression model, ...

Description: Emphasis is on using advanced econometric techniques. The course covers use of computer software and interpretation and reporting of econometric results. The first part of the course ...