This is part of the TRUE Econometrics site, led by Vince Daly, Kingston University as part of the TRUE Project

TRUE: Econometrics - Lectures and Courses

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Complete Courses

Introduction to Econometrics: EC220

Christopher Dougherty, LSE
For year 2 undergraduates, presumes some previous introductory study of statistics and calculus. Materials include PPT slides and video recording of lectures. The course follows the author's textbook and is relatively unmathematical in its approach.

Introduction to Econometrics: Econmet [U13783]

Guy Judge, Portsmouth
20 credit unit for year 2 undergraduates. Presumes some previous introductory study of statistics. Stresses proper application of methods rather than formal derivations; aims to help students read applied econometrics and attempt their own.

Applied Statistics and Econometrics: ASE2009/10

Ron Smith, Birkbeck
Delivered to students on Graduate Certificate & Diploma courses. Contains material that maps well against undergraduate learning objectives. Includes exercises.

Applied Econometrics

Roger Perman, Strathclyde
A practice-oriented final level undergraduate course (delivered 2005/06), covering: the methodology of applied econometrics; interactive econometrics software; model design and specification; estimation techniques; diagnostic and specification testing; structural stability; model evaluation; forecasting.

Econometric Analysis: ECTA [U06982]

Guy Judge, Portsmouth
Final year undergraduate elective course, presumes previous introductory unit. Extends coverage of single equation and simultaneous equation models; introduces (e.g.) limited dependent variables, panel data.


Ron Smith, Birkbeck
Delivered to students on an Economics MSc course. Contains material that maps well against learning objectives for undergraduates electing to study econometrics beyond the core requirements of their course. Includes exercises.

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Teaching Resources for Undergraduate Economics