Econometric Theory - ECON3203


	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: ECON2215 or ECON3209
	CSS Contribution Charge:Band 5 (more info)
	Tuition Fee:See Tuition Fee Schedule
	Further Information: See Class Timetable

Description

This course covers: a coherent theoretical development of multiple regression analysis; restricted least squares and tests of exact linear restrictions on parameters; theoretical aspects of problems with data; basic approaches to econometric specification in nested and non-nested models; error autocorrelation and heteroskedasticity.