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Advanced Econometric Theory - ECON4202
Science students

 
Faculty: Australian School of Business
 
 
School:  School of Economics
 
 
Course Outline: http://www.economics.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite: ECON3203
 
 
Equivalent: ECON6201
 
 
Fee Band: 3 (more info)
 
 
Further Information: See Class Timetable
 
 

Description

This course focuses on some theoretical aspects of economic time series and cross-sectional data analysis. Topics for the time series part include: stationary and non-stationary processes; unit root tests; VAR and cointegrated VAR models; cointegration tests; estimation and testing in the presence of unit roots. Topics for the cross-section data part include: fixed effect models; random effect models, unbalanced panels; dynamic models and estimation in the presence of autocorrelation; heteroscedasticity and unit roots.

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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.