ECMT3110 - Econometric Models and Methods

Semester 1, 2012  |  Credit Points: 6

Coordinator: Laurent Pauwels
Phone: +61 2 9114 0752
Email: laurent.pauwels@sydney.edu.au

Description

This unit extends methods of estimation and testing developed in association with regression analysis to cover econometric models involving special aspects of behaviour and of data. In particular, motivating examples are drawn from dynamic models, panel data and simultaneous equation models. In order to provide the statistical tools to be able to compare alternative methods of estimation and testing, both small sample and asymptotic properties are developed and discussed.

Assessments

assignments (20%), mid-semester test (20%), 2hr final exam (60%)

Classes

2x1-hr lectures/week, 1x1-hr tutorial/week

Prerequisites

ECMT2110 or ECMT2010

Prohibitions

ECMT3010

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