econometrics in your economics degree?

I'm just curious as to how much econometrics there is at various universities. I think mine (Cambridge) has a lethal amount of it, it just seems so much more difficult than the other compulsory papers, and in fact a consistently alarming proportion of the year fail it completely. What's your uni? How much econometrics is there? What's covered? How much is compulsory?

Reply 1

love2learn

4

You're going to think I'm mad. I got special permission to study econometrics as a module this year. I shouldn't be doing any. I love it. I have a great lecturer and I think it's a fascinating subject. :biggrin:

Reply 2

john williams

15

we have a core introductory econometrics module this yr-2nd yr semester 2, and we'v had a quantitative methods module every semester. Its all stuff on regression etc.

Reply 3

Barzini

1

At warwick we have 5 modules the first year, 4 in the second and 4 in the third. Econometrics 1 is compulsory in the second year. The heavy quant aspect of the degree comes in the form of Micro 1, Math/Stats in the first year, and Econometrics 1 and Micro 2 in the second year (in terms of compulsory subjects). Here we can also take econometrics 2 in the third year if we want (in my case, if i want to kill myself). Slanting the degree to be more quant is very easy here at warwick, as I suppose it is as Cambridge, LSE, ICL and UCL.

Reply 4

Werty675

Compulsary econometrics every year at bristol :frown:

Although in the first year its only 1/3 of the stats and econometrics module.

Reply 5

faz101

not

I'm just curious as to how much econometrics there is at various universities. I think mine (Cambridge) has a lethal amount of it, it just seems so much more difficult than the other compulsory papers, and in fact a consistently alarming proportion of the year fail it completely. What's your uni? How much econometrics is there? What's covered? How much is compulsory?

yeah i know what u mean. went thru that hell last yr. hope your wise enough to take the development option (unlike me!). all that i can say is treat wooldridge like the bible and it'll help you out in the third on certain papers. and for heavens sake unless your into sadism don't pick the econometric-esque papers next yr. stick to stuff like development, industry, public, banking (i'm not hearing as good stuff about this paper this yr though) etc.

Reply 6

rafabenitez

Barzini

At warwick we have 5 modules the first year, 4 in the second and 4 in the third. Econometrics 1 is compulsory in the second year. The heavy quant aspect of the degree comes in the form of Micro 1, Math/Stats in the first year, and Econometrics 1 and Micro 2 in the second year (in terms of compulsory subjects). Here we can also take econometrics 2 in the third year if we want (in my case, if i want to kill myself). Slanting the degree to be more quant is very easy here at warwick, as I suppose it is as Cambridge, LSE, ICL and UCL.

Yep, are you first year? Wait till you do econometrics next year - everyone gets scared at the start, but imo its the easiest module, and you will get your higest marks in it. Mainly because the lecturer is a legend.

Yeah - Micro 2 will absolutely kill you.....enjoy Micro 1!

Reply 7

dpali

1

At LSE, you face Econometrics in your second year. You have to pick from Econometrics 1 and Econometrics 2 where Econometrics 1 is the less mathematical, more intuitive version of Econometrics 2.

That's the only Econometrics you are REQUIRED to take. You can pick more of those courses in the third year but the choice is left to you.

So that means 1/12 modules has to be an Econometrics module. Not bad, if you hate it!

Reply 8

gooseymcgoose

OP

11

and what sort of topics do these compulsory modules/papers hit on?

compulsory second year metrics at cam is a term of things like heteroskedasticity, serial correlation of errors, autocorrelation, stationarity, dealing with non stationary, then a term of horrid things like panel data, use of instrumental variables, probit/logit

Reply 9

rafabenitez

not

and what sort of topics do these compulsory modules/papers hit on?

compulsory second year metrics at cam is a term of things like heteroskedasticity, serial correlation of errors, autocorrelation, stationarity, dealing with non stationary, then a term of horrid things like panel data, use of instrumental variables, probit/logit

same at warwick, and its 20% in class tests, 20% assignments and 60% final exam.

Reply 10

rboogie

7

I hate econometrics

Reply 11

achilleas999

are econometrics a subject that will make u think in different ways, in what kind of work is econometrics applied? are they essential for IB?

i'm asking because i'm planning to do a joint degree with economics which leaves econometrics out, so i wonder if that will have an effect later.

Reply 12

Who?

1

It is not essential. It's helpful for some jobs.

Reply 13

student_london

8

not

I'm just curious as to how much econometrics there is at various universities. I think mine (Cambridge) has a lethal amount of it, it just seems so much more difficult than the other compulsory papers, and in fact a consistently alarming proportion of the year fail it completely. What's your uni? How much econometrics is there? What's covered? How much is compulsory?

Can I ask what book you're using? Introductary Econometrics shouldn't be too bad. Basic Econometrics by Gujrati is standard text at all good unis. But then again at Cambridge, maybe it's more advanced.

Reply 14

love2learn

4

student_london

Can I ask what book you're using? Introductary Econometrics shouldn't be too bad. Basic Econometrics by Gujrati is standard text at all good unis. But then again at Cambridge, maybe it's more advanced.

I really like the Basic Econometrics textbook.

My course is 70% final exam, 30% coursework (project using all the stuff learnt in course and eviews)

Reply 15

Barzini

1

rafabenitez

Yep, are you first year? Wait till you do econometrics next year - everyone gets scared at the start, but imo its the easiest module, and you will get your higest marks in it. Mainly because the lecturer is a legend.

Yeah - Micro 2 will absolutely kill you.....enjoy Micro 1!

Yea im a first year. Is it jeremy smith? I have him for stats...he is truly a legend. Absolutely amazing. And Nick Crafts...hes a god in economic history..teaches us World Econ. And im pretty lucky to have Andrew Oswald as my PT...

Micro 1 is annoying as it is...and i heard micro 2 has the third highest failing rate at uni or smth. something to look forward to :rolleyes:

Reply 16

rafabenitez

Barzini

Yea im a first year. Is it jeremy smith? I have him for stats...he is truly a legend. Absolutely amazing. And Nick Crafts...hes a god in economic history..teaches us World Econ. And im pretty lucky to have Andrew Oswald as my PT...

Micro 1 is annoying as it is...and i heard micro 2 has the third highest failing rate at uni or smth. something to look forward to :rolleyes:

Yeah its JS in term 2 only. Micro 1 is a pisstake to be honest, you can learn about 4 topics and get a first in the exam, micro 2 is from another planet.

Reply 17

gooseymcgoose

OP

11

student_london

Can I ask what book you're using? Introductary Econometrics shouldn't be too bad. Basic Econometrics by Gujrati is standard text at all good unis. But then again at Cambridge, maybe it's more advanced.

Wooldridge is our bible

Reply 18

Linc

Could anyone who already has econometrics at uni have a look at the syllabus of my course and compare it to yours? Here is the link
thx

Reply 19

love2learn

4

Linc

Could anyone who already has econometrics at uni have a look at the syllabus of my course and compare it to yours? Here is the link
thx

hi

Most of it looks the same as mine - there are some differences, but it's pretty much the same background.

BTW, studying in Prague sounds amazing!!!

econometrics in your economics degree?

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