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 316-316 Basic Econometrics

Note

This subject, or 316-317 Econometrics, is one of the four subjects which students proceeding to an honours degree in Economics are required to take in either the third or fourth year of their course.

Coordinator

Dr L Cameron

Prerequisites

316-201 Intermediate Macroeconomics or 316-202 Intermediate Microeconomics and 316-206 Statistical Method 2D or Quantitative Methods 2. Students may not gain credit for this subject and for 316-205 Statistical Method 2C/Introductory Econometrics or 316-317 Econometrics.

Semester

1

Contact

Two 1-hour lectures, a 1-hour tutorial/seminar and an average of one hour of practice sessions a week

Subject Description

Multiple regression analysis and its use in economics. Topics include the properties of the estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation, and an introduction to simultaneous systems. All theoretical concepts will be illustrated by applied examples.

Assessment

A 2-hour examination (70%); empirical exercises (30%).

Prescribed Texts
  • Ramanthan R, Introductory Econometrics with Applications. Harcourt Brace Jovanovich.
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Status:                   Official 1998
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Email Enquiries:          Course_Information@registrar.unimelb.edu.au