EMET8011 Econometric Modelling
| Offered By | School of Economics |
|---|---|
| Academic Career | Graduate Coursework |
| Course Subject | Econometrics |
| Offered in | Second Semester, 2009 and Second Semester, 2010 |
| Unit Value | 6 units |
| Course Description |
This course develops techniques necessary for the quantitative analysis of economic and business problems that are beyond the scope of the linear regression model. The main topics studied are non-linear regression models, limited information analysis of systems of simultaneous equations, and single equation dynamic models. Specific applications may include models of discrete choice, supply and demand, expectations formation, and dynamic adjustment. Use of computer software provides the opportunity to employ the methods in applications from actual economic and business case studies. |
| Learning Outcomes | This course extends the study of the linear regression model beyond that in an introductory course. By the end of the course, students will have reviewed estimation and hypothesis testing in the linear regression model, including allowing for heteroskedacticity and serial correlation. In addition they will be familiar with the specification errors and data problems, and will have been introduced to binary choice models and to the nature of time series data and regression models on time series data. The use of computer software provides the opportunity to employ the methods in applications. |
| Indicative Assessment |
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| Workload | 8 hours per week (including class time of 4 hours per week) |
| Course Classification(s) | AdvancedAdvanced courses are designed for students having reached 'first degree' level of assumed knowledge, which provide a deep understanding of contemporary issues; or 'second degree' and higher levels of knowledge; or for transition to research training programs. |
| Areas of Interest | Econometrics |
| Eligibility | At least an average of 65% (or equivalent) in the final two years of an Australian undergraduate degree with introductory level courses in Economics, Statistics and Econometrics |
| Prescribed Texts | See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8011 |
| Preliminary Reading |
See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8011
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| Indicative Reading List | See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8011 |
| Programs | Graduate Diploma in Applied Economics, Graduate Diploma in Economic Policy, Master of Commerce, Master of Economics, and Master of Environmental and Resource Economics |
| Other Information |
For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8011 |
| Academic Contact | See http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8011 |
The information published on the Study at ANU 2009 website applies to the 2009 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2008 website.
