Econometric Techniques

• ECOM90013
• Contact Hours: Four hours of lectures/seminars/tutorials per week (this includes 3 hours of lectures and a one hour tutorial).
  Total Time Commitment: Estimated total time commitment of 120 hours per semester
• 12.50

Estimation and inference techniques for models involving a single equation and systems of equations are introduced. Normally topics include asymptotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimation, seemingly unrelated regression models, stochastic regressors, instrumental variables, generalised method of moments, simultaneous equations models (including VARs) and model-selection procedures. -- Course Website

Prerequisites: ECOM90002 Econometrics or equivalent. Subject Study Period Commencement: Credit Points: ECOM90002 Econometrics Semester 1 12.50