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EMET2007 Econometrics I: Econometric Methods

Later Year Course

Offered By School of Economics
Academic Career Undergraduate
Course Subject Econometrics
Offered in First Semester, 2011 and First Semester, 2012
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.

Indicative Assessment

Assignment 1 - 10%, Assignment 2 - 10%, Mid term examination - 20%, Final examination - 60%.

Workload

Four contact hours per week plus private study time.

Areas of Interest Econometrics
Requisite Statement

EMET1001 Foundations of Economic and Financial Models and STAT1008 Quantiative Research Methods, or STAT2001 Introductory Mathematical Statistics, and ECON1101 Microeconomics 1.

Prescribed Texts

See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET2007

Preliminary Reading

See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET2007

Indicative Reading List

See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET2007

Other Information

For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=EMET2007

Academic Contact See: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET2007 and enquiries.eco@anu.edu.au

The information published on the Study at ANU 2011 website applies to the 2011 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2010 website.

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