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316-317 Econometrics | |
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Credit Points | 12.5 |
HECS Band | 2 |
Coordinator | Professor W Griffiths |
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 | The multiple regression model and extensions is further examined in this subject. Normally topics will include classical testing procedures, non-linear least squares, generalised least squares, heteroskedasticity and autocorrelation, stochastic regressors, dynamic models, simultaneous equations and an introduction to maximum likelihood methods and limited dependent variable models. All theoretical concepts use matrix algebra and will be illustrated by applied examples. The computer software used is EVIEWS. |
Assessment | A 2-hour examination (80%) and class assignments up to 40 pages in total (20%). |
Status: Official 2002 Last Modified: Tuesday May 07 22:11 SGML to HTML Conversion: Information Technology Services Authorised by: Academic Registrar Email Enquiries: Course_Information@registrar.unimelb.edu.au
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