This unit provides an advanced treatment of linear regression analysis and related methods, including estimation by instrumental variables. It is suitable for students who have taken an introductory unit on linear regression and have had prior exposure to matrix algebra and relevant numerical software. Finite sample and asymptotic properties of linear regression are developed and discussed. Numerical software is used to implement and illustrate tools and concepts.
Unit details and rules
Academic unit | Economics |
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Credit points | 6 |
Prerequisites
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ECMT2110 or ECMT2010 or ECMT2160 |
Corequisites
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None |
Prohibitions
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ECMT3010 |
Assumed knowledge
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None |
Available to study abroad and exchange students | Yes |
Teaching staff
Coordinator | Xuetao Shi, xuetao.shi@sydney.edu.au |
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Lecturer(s) | Xuetao Shi, xuetao.shi@sydney.edu.au |