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ECON50710

Academic Year 2025/2026

PhD Econometrics 1 (ECON50710)

Subject:
Economics
College:
Social Sciences & Law
School:
Economics
Level:
5 (Doctoral)
Credits:
10
Module Coordinator:
Professor Paul Devereux
Trimester:
Autumn
Mode of Delivery:
On Campus
Internship Module:
No
How will I be graded?
Letter grades

Curricular information is subject to change.

This module covers econometric methods for cross-sectional micro data. It provides a firm theoretical grounding in estimation and inference along with practical applications.



About this Module

Learning Outcomes:

By the end of this course, you should be able to:
• Assess critically the empirical methods used in the analysis of micro data sets
• Apply the appropriate econometric techniques to own research
• Interpret econometric output from software packages
• Theoretically derive linear and non-linear estimators
• Communicate research results appropriately in written and oral formats

Indicative Module Content:

The course covers the following topics:

OLS estimation
Statistical inference (including simulation-based approaches)
The Design Approach to Econometrics
Instrumental Variables
Applications to empirical problems

Student Effort Hours:
Student Effort Type Hours
Autonomous Student Learning

200

Lectures

24

Total

224


Approaches to Teaching and Learning:
Task-based learning (in problem sets)
Group work (in problem sets)
Critical reflection (in referee report)
Presentation

Students may use AI for help with programming, literature search, and data search, However, students must write the referee report without assistance from AI. It is considered plagiarism to have AI write any sections of the referee report. Please note that if academic misconduct is suspected, you may be asked to discuss or explain components of your assignment to determine the authenticity of the work.

Requirements, Exclusions and Recommendations
Learning Requirements:

This course requires completion of a M.Sc-level course in econometrics and/or statistics. Students should be familiar with matrix algebra.


Module Requisites and Incompatibles
Not applicable to this module.
 

Assessment Strategy
Description Timing Component Scale Must Pass Component % of Final Grade In Module Component Repeat Offered
Exam (In-person): Examination End of trimester
Duration:
2 hr(s)
Alternative linear conversion grade scale 40% No
50
No
Group Work Assignment: Group assignments Week 2, Week 4, Week 6, Week 9, Week 11 Graded No
50
No

Carry forward of passed components
No
 

Resit In Terminal Exam
Spring No
Please see Student Jargon Buster for more information about remediation types and timing. 

Feedback Strategy/Strategies

• Feedback individually to students, post-assessment
• Group/class feedback, post-assessment

How will my Feedback be Delivered?

Not yet recorded.

Name Role
Professor Paul Devereux Lecturer / Co-Lecturer