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Monash University

Areas of Study

Applied econometrics

  • ETF3200
  • Caulfield First semester 2013 (Day)
    Caulfield Second semester 2013 (Day)
  • 6 points, SCA Band 3, 0.125 EFTSL
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This unit presents econometric models and techniques that are widely used in applied econometrics. The topics covered are linear regression models with random regressors, method of moments and instrumental variables estimations; simultaneous equations models; models for time-series data; introduction to maximum likelihood estimation; models for discrete dependent variables and models for panel data. EViews computer software is used to carry out data analysis and estimation. -- Course Website

Instructor: Dr Vasilis Sarafidis (First semester) / Dr Anastasios Panagiotelis (Second semester)

Prerequisites: ETF2100



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