Statistics for Econometrics - ECON5409

Faculty: UNSW Business School

School: School of Economics

Course Outline: ECON5409 Course Outline

Campus: Sydney

Career: Postgraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: Enrolment in program 7412 or approval from the Head of School of Economics

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

Description

This course provides the foundations for undertaking modern econometric methods including statistical distribution theory, asymptotic theory, mathematical methods and an introduction to statistical computing including bootstrap and simulation methods. Mastering this course will give students a deeper understanding of the statistical underpinnings of methods and knowledge acquired in other econometrics courses. Throughout the course, material will be presented in the context of simple models in order to concentrate on the concepts.