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316-317 Econometrics | |
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Note | Students who are currently enrolled in 316-316 Basic Econometrics are not eligible to enrol in 316-317 Econometrics. |
Credit Points | 12.5 |
Coordinator | Professor W Griffiths |
Prerequisites | One of 316-201 Intermediate Macroeconomics or 316-202 Intermediate Microeconomics, and one of 316-205 Introductory Econometrics, 620-202 Statistics, or an H2B or better in 316-206 Quantitative Methods 2. |
Semester | 1 (view timetable) |
Contact | Two 1-hour lectures and a 1-hour tutorial/practice class per week |
Subject Description | Extensions of the multiple regression model are examined. Topics include non-linear least squares, maximum likelihood estimation and related testing procedures, generalised least squares, heteroskedasticity, autocorrelation and models with stochastic regressors. Limited dependent variable models and issues involving time-series data are introduced. Theoretical concepts use matrix algebra and are illustrated by applied examples. The computer software used is EVIEWS. |
Assessment | A 2-hour end-of-semester examination (65%), class assignments up to 40 pages in total (30%), and tutorial attendance and participation (5%). |
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