Advanced Econometric Theory - ECON6201

Faculty: Australian School of Business

School: School of Economics

Course Outline:

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: ECON4202

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.


This course focuses on some theoretical aspects of economic time series and cross-sectional data analysis. Topics for the time series part include: stationary and non-stationary processes; unit root tests; VAR and cointegrated VAR models; cointegration tests; estimation and testing in the presence of unit roots. Topics for the cross-section data part include: fixed effect models; random effect models, unbalanced panels; dynamic models and estimation in the presence of autocorrelation and heteroscedasticity.

Actuarial Studies I

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