This unit focuses on time series techniques and more advanced econometrics methods (e.g. MLE, GMM, model specification analysis). This unit starts with a review of probability and statistics and cross sectional methods, followed by advanced methodologies that are useful for analysing time series data. The unit is ended with a selected list of special topics. The lectures and assessments will be application-oriented. Computer software (e.g., Stata, SAS, R) will be used throughout the unit.
1x2hr lecture/week, 1x1hr tutorial/week
4x250wd Individual Assignments (20%), 1x1hr Mid-semester Test (30%), 1x2hr Final Exam (50%)
ECMT2150 or ECMT2110