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University of Melbourne

Areas of Study

Econometric Techniques

  • ECOM40006
  • Contact Hours: Four hours of lectures/seminars/tutorials per week (this includes 3 hours of lectures and a one hour tutorial)
    Total Time Commitment: Not available
  • 12.50
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This subject introduces appropriate estimation and inference techniques for models that involve a single equation and those involving systems of equations. Normally topics will include asymtotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimation, seemingly unrelated regression models, stochastic regressors, instrumental variables, generalised methods of moments, simultaneous equations models (including VARs) and model-selection procedures. -- Course Website

Prerequisites: Admission into BH-COM or BH-ARTS (Economics) and Subject Study Period Commencement: Credit Points: ECOM30002 Econometrics Semester 1 12.50



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