EMET6008 Econometrics II: Econometric Modelling
| Offered By | School of Economics |
|---|---|
| Academic Career | Graduate Coursework |
| Course Subject | Econometrics |
| Offered in | Second Semester, 2011 and Second Semester, 2012 |
| 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 |
10 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. |
| Prescribed Texts |
See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=EMET8011 |
| Programs | Master of Economics, Graduate Diploma in Economic Policy, and Master of Commerce |
| Academic Contact | 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.
