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 316-317 Econometrics

Note

The course is designed for students with a mathematical background and is a prerequisite for further subjects in econometrics. Students may not gain credit for this subject and 316-316 Basic Econometrics. This subject, or 316-316 Basic 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.

Credit Points

12.5

Coordinator

Dr J. Lye

Prerequisites

At least one of 316-201 Intermediate Macroeconomics and 316-202 Intermediate Microeconomics, and either 316-205 Introductory Econometrics or 620-202 Statistics.

Semester

1 (view timetable)

Contact

Two 1-hour lectures and a 1-hour tutorial/practice class a week

Subject Description

An introduction to estimation and testing techniques appropriate for a number of models. Topics will include: multiple regression, nonlinear least squares, generalised least squares, stochastic regressors, dynamic models and simultaneous equations. All theoretical concepts will be illustrated by applied examples.

Assessment

A 2-hour examination (80%) and class assignments up to 40 pages in total (20%).



Search : Index : Faculty of Economics and Commerce : Economics
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Status:                   Official 1999
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Email Enquiries:          Course_Information@registrar.unimelb.edu.au