This unit provides an introduction to econometric theory and methods that can be useful for understanding applied (mostly macroeconomic/finance) models and research. It also aims to provide students with the necessary analytical tools for undertaking applied research using time series data and discusses how time series techniques can be applied to other areas of economics such as international trade, energy economics, economics of terrorism. This unit can be both complementary to and substitutive for Applied Microeconometrics, which focuses on empirical methods in applied microeconometrics.
1x2hr lecture/week, 1x1hr tutorial/week
1x1hr Mid-semester test (20%), computer assignments (30%) and 1x2hr Final exam (50%)
(ECOS2902 or ECOS2002) with a minimum mark of 70% or greater; and (ECMT2150 or ECMT2110)