ES32029: Advanced econometrics and data analytics
[Page last updated: 01 August 2025]
| Academic Year: | 2025/26 |
| Owning Department/School: | Department of Economics |
| Credits: | 20 [equivalent to 40 CATS credits] |
| Notional Study Hours: | 400 |
| Level: | Honours (FHEQ level 6) |
| Period: |
- Academic Year
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| Assessment Summary: | CWPG 25%, EXCB 75% |
| Assessment Detail: |
- Unseen exam 1 (EXCB 50%)
- Empirical Project (CWPG 25%)
- Unseen exam 2 (EXCB 25%)
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| Supplementary Assessment: |
- Like-for-like reassessment (where allowed by programme regulations)
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| Requisites: |
Before taking this module you must ( take ES22013 AND take ES22014 AND take AT LEAST 1 MODULE FROM {ES22012, ES22015} ) OR ( take ES20011 AND take ES20013 AND take AT LEAST 1 MODULE FROM {ES20159, ES20069} )
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| Learning Outcomes: |
At the end of the unit, students should be able to:
- Select an appropriate econometric model to analyse a given economic problem;
- Estimate and evaluate econometric models, and interpret the results;
- Critically evaluate empirical research, understanding the assumptions required to claim certain results;
- Use mathematical computing and econometric software;
- Evaluate the applicability of machine learning methods in the analysis of large economic and business datasets.
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| Content: | Linear regression
Instrumental variables estimation
Maximum likelihood estimation
Panel data models
Time series models
Hypothesis testing and inference
Policy evaluation
Mathematical computing and econometric software
Machine learning methods
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| Synopsis: | "Explore a wide range of econometric methods, and gain hands-on experience with mathematical computing and econometric software.
You will learn how to:
- test hypotheses from macro and microeconomics,
- analyse economic, business and financial data
You will also explore contemporary machine learning techniques and how they can be used to examine large economic datasets.
"
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| Course availability: |
ES32029 is Optional on the following courses:
Department of Economics
- UHES-AFB10 : BSc(Hons) Economics (Year 3)
- UHES-AAB03 : BSc(Hons) Economics with Study year abroad (Year 4)
- UHES-AKB03 : BSc(Hons) Economics with Year long work placement (Year 4)
- UHES-AFB12 : BSc(Hons) Economics and Mathematics (Year 3)
- UHES-AAB04 : BSc(Hons) Economics and Mathematics with Study year abroad (Year 4)
- UHES-AKB04 : BSc(Hons) Economics and Mathematics with Year long work placement (Year 4)
- UHES-ACB04 : BSc(Hons) Economics and Mathematics with Combined Placement and Study Abroad (Year 4)
- UHES-AAB01 : BSc(Hons) Economics and Politics with Study year abroad (Year 4)
- UHES-AKB01 : BSc(Hons) Economics and Politics with Year long work placement (Year 4)
- UHES-ACB01 : BSc(Hons) Economics and Politics with Combined Placement and Study Abroad (Year 4)
- UHES-ACB03 : BSc(Hons) Economics with Combined Placement and Study Abroad (Year 4)
- UHES-AFB11 : BSc(Hons) Economics with Politics (Year 3)
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Notes: - This unit catalogue is applicable for the 2025/26 academic year only. Students continuing their studies into 2026/27 and beyond should not assume that this unit will be available in future years in the format displayed here for 2025/26.
- 好色tv and units are subject to change in accordance with normal University procedures.
- Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
- Find out more about these and other important University terms and conditions here.
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