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.
1x2hr lecture/week, 1x1hr tutorial/week
assignments (20%), Mid-semester test (20%), 2hr Final exam (60%)
ECMT2110 or ECMT2010 or ECMT2160Prohibitions