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