Econometrics

• ECOM30002
• Contact Hours: Two 1-hour lectures and a 1-hour tutorial/practice class per week
  Total Time Commitment: Not available
• 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 and panel data 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: One of: Subject Study Period Commencement: Credit Points: ECOM20001 Introductory Econometrics Semester 1, Semester 2 12.50 ECOM30001 Basic Econometrics Semester 1 12.50 MAST20005 Statistics Semester 2 12.50 or a grade of H2A or above in ECON2000