Course

Applied Econometrics - ECON4201

Faculty: Australian School of Business

School: School of Economics

Course Outline: ECON4201 Course Outline

Campus: Sydney

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: 3 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

Description

This course provides an introduction to econometrics as it is applied in macroeconomics. Emphasis is on hands-on implementation of the methods covered in the course. Topics include macroeconomic data, linear and nonlinear time series models, practical issues with likelihood-based inference for these models, computational approaches to hypothesis testing and model comparison, forecast evaluation, and structural identification. The course will equip students with the necessary knowledge to be able to undertake econometric analysis of the type commonly associated with modern macroeconomic research.
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