Course

Econometric Analysis - ECON6003

Faculty: UNSW Business School

School: School of Economics

Course Outline: ECON6003 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 8412 or approval of Head of School of Economics

Equivalent: ECON4207

CSS Contribution Charge: 3 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

Description

This course is designed to provide a rigorous foundation of modern econometrics for applied research in economics. The first part of the course covers classic econometric concepts and techniques, such as moment estimation, maximum likelihood, least squares regression, and hypothesis testing and inference. Where necessary some statistical theory as well as basic matrix algebra will be taught. The second part of the course builds on these sound fundamentals of econometric theory. Topics covered could include instrumental variables, generalised method of moments (GMM), the bootstrap, quantile regression, or panel methods. Students will be required to use statistical packages to conduct econometric data analysis.


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