The aim of this course is to equip students with the skills required to undertake independent applied research using modern micro-econometrics methods. The course is organised around an examination of the failures of the standard linear regression assumptions which are encountered in applied microeconomic research. The consequences of these failures are examined and various econometric strategies are developed and explored as solutions. Students undertake numerous practical assignments using a modern econometric software package. Topics covered typically include: panel data econometrics, instrumental variable estimation, generalized method of moments, simultaneous equation models, discrete choice models, sample selection, duration models, and count data models.

• work with and develop state of the art models of micro-econometrics
• use the STATA software package for estimation of these models
• estimate these models

• Midterm exam 1 (40%)
• Final exam (60%)

Three contact hours per week.

EMET2008 Econometric Modelling, or at least a Distinction grade in EMET 2007.

For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=EMET3006