Applied Econometrics - ECON4201


	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: ECON2207, ECON2101 or ECON2103.
	Equivalent: ECON6203
	CSS Contribution Charge:Band 3 (more info)
	Tuition Fee:See Tuition Fee Schedule
	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.