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 316-318 Applied Econometric Modelling

Credit Points

12.5

Coordinator

To be advised

Prerequisites

316-201 Intermediate Macroeconomics and 316-202 Intermediate Microeconomics. Before taking this subject students must have passed 316-317 Econometrics or have obtained a first or upper-second class honours in 316-316 Basic Econometrics.

Semester

2 (view timetable)

Contact

Two 1-hour lectures and a 60 minute tutorial/practice class a week

Subject Description

Modelling dynamic relationships, error-correction models, co-integration. Specification and estimation of expectations. Quantitative and limited dependent variables. Applications to consumption, demand for money, cost functions, investment, finance, advertising, labour markets. Empirical assignments form an integral part of the subject.

Assessment

A 2-hour examination (60%) and project work of up to 4000 words in total (40%).

Prescribed Texts

  • Berndt E, The Practice of Econometrics. Addison Wesley 1991.


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Status:                   Official 1999
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Email Enquiries:          Course_Information@registrar.unimelb.edu.au