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Applied Econometrics - ECON4201
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Faculty: Faculty of Business
 
 
School:  School of Economics
 
 
Course Outline: http://www.economics.unsw.edu.au/
 
 
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.
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
 

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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