UNSW Handbook Course - Applied Econometrics

Applied Econometrics - ECON4201


	Faculty: Faculty of Commerce and Economics
	School: School of Economics
	Contact: Caisley,Nadine Lee-Anne
	Campus: Kensington Campus
	Career: Undergraduate
	Units of Credit: 6
	EFTSL: 0.125 (more info)
	Contact Hours per Week: 3
	Enrolment Requirements:
	Prerequisite: ECON2207, ECON2101 or ECON2103.
	Session Offered: See Class Timetable
	Fee Band: 2 (more info)

Description

This course takes a modern approach to applied econometric work. Various empirical problems are considered and the strengths and weaknesses of available ways of solving them are examined. Attention will be given to such matters as diagnostic tests in an LM framework, various forms of autocorrelation and heteoskedasticity, trending data, and outliers and influential observations. Practical experience is gained both from the study of the empirical literature and from class projects.

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