Course

Advanced Econometric Theory - ECON6201

Faculty: Australian School of Business

School: School of Economics

Course Outline: ECON6201 Course Outline

Campus: Sydney

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.

Description

This course covers a selection of advanced econometric methods such as maximum likelihood, generalized methods of moments, simulated maximum likelihood, simulated methods of moments, Bayesian inference, and bootstrap methods. Irrespective of the particular topics taught in any year, the course will emphasise the theoretical foundations of methods and their application to substantive economic problems in areas such as financial econometrics, micro-econometrics and macro-econometrics. This course is designed for students who want to acquire a higher level of knowledge in the area of econometrics beyond that expected of a good applied economist.


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