Econometrics

• ECOM90002
• Contact Hours: Two 1-hour lectures and a 1-hour tutorial/practice class per week.
  Total Time Commitment: Estimated total time commitment of 120 hours per semester
• 12.50

Extensions of the multiple regression model are examined. Topics include non-linear least squares, maximum likelihood estimation and related testing procedures, generalised least squares, heteroskedasticity, autocorrelation and models with stochastic regressors. Limited dependent variable models and issues involving time-series data are introduced. Theoretical concepts are illustrated by applied examples. The computer software used is EVIEWS. -- Course Website

Prerequisites: Introductory Econometrics or equivalent.