Cross Sectional Econometrics

BMAN70211 Cross Sectional Econometrics 15 Semester 1 Postgraduate Taught Level 7 Viet Anh Dang Unit coordinator 1 FHEQ level (Framework for Higher Education Qualifications) ' Masters/Integrated Masters P4 ' European Credit Transfer & Accumulation System Rating : 7.5 This is a graduate core course unit that covers the econometric analysis of cross-sectional and panel data. It gives an overview of the standard methods for estimating and testing the linear regression model, discusses techniques for estimating models using instrumental variables and those with limited dependent variables, and provides an advanced treatment of static and dynamic panel data methodologies. The course covers several empirical applications in accounting, finance, and business economics, and provides some training on computer programming. This is a graduate core course unit that covers the econometric analysis of cross-sectional and panel data. It gives an overview of the standard methods for estimating and testing the linear regression model, discusses techniques for estimating models using instrumental variables and those with limited dependent variables, and provides an advanced treatment of static and dynamic panel data methodologies. The course covers several empirical applications in accounting, finance, and business economics, and provides some training on computer programming.  <div style="clear:both;"> The course unit aims to:•       Provide students with a systematic knowledge and understanding of the econometric analysis of cross-sectional and panel data.•       Help students to appreciate the relevance and importance of using appropriate econometric methods in doing empirical research in accounting, finance, and business economics.•       Provide students with training in data management and analysis, and programming using standard statistical and econometric software (i.e., STATA).•       Help students to develop relevant quantitative research skills and techniques required to conduct empirical research using cross-sectional and panel data in accounting, finance, and business economics.</div>  <div> On completion of this unit successful students should:•       Understand and use appropriate methods for estimating and testing the linear regression model.•       Understand and use appropriate methods for estimating models using instrumental variables or those with limited dependent variables.•       Understand and use advanced estimators for static and dynamic panel data models.•       Appreciate and critically evaluate methods employed by cross-sectional and panel data studies in accounting, finance, and business economics.•       Develop programming skills required to manage and analyze cross-sectional and panel data.•       Develop quantitative research skills in conducting an empirical research project in accounting, finance, and business economics.•       Develop the ability to participate constructively in group work.</div>  0 Other 100% Written Examination (100%) Office HoursOnline Learning Activities (discussions and self-assessment questions)Drop in Surgeries (extra help sessions for students on material they may be struggling with) BMAN70211 Programme Req: BMAN70211 is only available as core unit to students on MSc Accounting & Finance, MSc Finance, and as an elective to students on MSc Quantitative Finance N <div style="clear:both;">1.  Wooldridge, J.M. (2016). Introductory Econometrics, 6th Ed. Cengage Learning.An e-Book version of the text is available for sale in the publisher's websiteA limited number of copies of these texts are available in the <a href="http://www.library.manchester.ac.uk/">library</a>. Other texts (many copies of which are available in the library):1.  Most recent or earlier editions of Wooldridge’s Introductory Econometrics.2.  Stock, J.M. and Watson, M.W. (2015). Introduction to Econometrics, Global Edition, Pearson Education.3.  Maddala, G.S., Lahiri, K. (2009). Introduction to Econometrics. 4th Ed., Wiley.4.  Verbeek, M. (2012), A Guide to Modern Econometrics, 4th Ed., Wiley.Other useful texts for STATA:1.  Baum, C.F. (2006) An Introduction to Modern Econometrics Using Stata, Stata Press.2.  Cameron, A.C. and Trivedi, P.K. (2010) Microeconometrics Using Stata, Stata Press. Additional reading consisting of relevant journal articles will be provided in due course.</div> Assessment written exam 2 Lectures 27.5 Practical classes & workshops 11.5 0 110.5 Informal Contact MethodsOffice HoursOnline Learning Activities (discussions and self-assessment questions)Drop in Surgeries (extra help sessions for students on material they may be struggling with)