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EMET8013 Econometric Methods

Offered By School of Economics
Academic Career Graduate Coursework
Course Subject Econometrics
Offered in First Semester, 2009 and First Semester, 2010
Unit Value 6 units
Course Description

This course provides an introduction to econometric methods and its applications. Its theoretical framework is based on standard linear regression theory, but the course emphasises economic applications and hands on data analysis using modern computer software. Topics studied will include the properties of least squares estimators, hypothesis testing, prediction, the choice of appropriate functional form, the use of dummy variables, and "problems" such as heteroskedasticity and serial correlation. Microeconomic and macroeconomic applications will be used to illustrate the empirical relevance of each topic.

Learning Outcomes On the successful completion of this course students should have gained a practical understanding of introductory econometrics.
Indicative Assessment
  • Assignment 1 - 10%
  • Assignment 2 - 10%
  • Mid term examination - 20%
  • Final examination - 60%
Workload

10 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=EMET8013

Preliminary Reading See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8013
Indicative Reading List See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8013
Programs Graduate Diploma in Applied Economics, Graduate Diploma in Economic Policy, and Master of Commerce
Other Information For further information please see:    http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8013
Academic Contact See: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8013

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.

Updated:   13 Nov 2015 / Responsible Officer:   The Registrar / Page Contact:   Student Business Solutions