SOAS University of London

Department of Economics

Applied Econometrics

Module Code:
Module Not Running 2021/2022
FHEQ Level:
Year of study:
Final Year
Taught in:
Term 2

This module builds technically on the second-year module Econometrics 153400103, which is a pre-requisite for this module. It also builds conceptually on two second-year core modules: Microeconomic Analysis and Macroeconomic Analysis. The module is designed to provide students with a "hands-on" environment. It aims to help students deepen and broaden their knowledge and understanding of econometric techniques needed for empirical analyses of both cross-sectional household level data for micro modelling research and time-series data for macro and also financial modelling research. In addition, the module aims to develop students' abilities in critical evaluation of what is taught in econometrics textbooks.

Objectives and learning outcomes of the module

Upon successful completion of this module a student will be able to:

  • Apply econometric techniques to empirically evaluate economic theories.
  • Conduct empirical research using secondary data.
  • Use statistical software to conduct data analysis.
  • Effectively communicate quantitative research findings.
  • Critically evaluate standard econometric techniques.
  • Identify adequate econometric techniques to evaluate common economic theories.

Method of assessment

  • 60% Applied Coursework
  • 40%  Take-home Exam

Suggested reading



Important notice regarding changes to programmes and modules