This course covers sufficient of the core tools of econometric theory that students can understand and implement more advanced methods of modelling. Principles of inference are drawn from the generalised method of moments and the method of maximum likelihood. The econometric models are both linear and nonlinear in form and arise as single equation and multiple equation relationships. Emphasis is given to unifying the inference ideas, so that students can see the connections between methods that are usually presented in elementary courses as isolated one-off solutions to particular problems. The basic material is reviewed from these broader perspectives and the principles are then extended to more complicated models. The insights gained will enable students to understand advanced modelling approaches and equip them to develop modelling techniques for other non-standard situations that do not have ready-made solutions.

End of semester examination plus assignments.

Two lectures and one tutorial per week.

EMET2008 Econometric Modelling.

For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=EMET3011