This is an advanced course on econometric theory. It will stress fundamental
ideas and general concepts, so that students can draw connections between
various methods presented in other courses, and learn to derive key
theoretical results from first principles.  Underlying mathematical concepts
such as linear algebra and probability will receive careful treatment.

The course will also introduce students to the statistical programming
environment R.  R is open source software developed by the statistical
community.  Students will be learn to complete basic programming tasks and
produce graphical output.  R is a more sophisticated statistics environment
than Eviews or the like, with a steeper learning curve.  Familiarity with the
language will take students a step closer to modern, computationally intensive
statistical methods used in business and academia.

Assessment will consist of two assignments, a mid-term exam and a final exam.

The weighting is:

Assignment 1:  15%
Assignment 2:  25%
Mid-term Exam:  25%
Final Exam:  35%

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