Applied Econometrics - ECON6203


	Faculty: Australian School of Business
	School: School of Economics
	Course Outline: http://www.economics.unsw.edu.au/
	Campus: Kensington Campus
	Career: Postgraduate
	Units of Credit: 6
	EFTSL: 0.12500 (more info)
	Indicative Contact Hours per Week: 3
	Enrolment Requirements:
	Prerequisite: ECON6003
	Equivalent: ECON4201
	Fee Band: 3 (more info)
	Further Information: See Class Timetable

Description

This course considers alternative analytical approaches to applied econometric work. Various empirical problems are considered and the relative merits of available solutions are assessed. Specific attention is given to diagnostic testing in an LM framework, dynamic specification, influential data and non-stationarity. Practical experience is gained through replicating and extending published applied studies.