Course

Advanced Econometric Theory and Methods - ECON4202

Faculty: UNSW Business School

School: School of Economics

Course Outline: ECON4202 Course Outline

Campus: Sydney

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: ECON3203

Equivalent: ECON6201

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

Description

This course covers a selection of advanced econometric methods such as maximum likelihood, generalised methods of moments, simulated maximum likelihood, simulated methods of moments, Bayesian inference, and bootstrap methods. Irrespective of the particular topics taught in any year, the course will emphasise the theoretical foundations of methods and their application to substantive economic problems in areas such as financial econometrics, micro-econometrics and macro-econometrics. This course is designed for students who want to acquire a higher level of knowledge in the area of econometrics beyond that expected of a good applied economist.
Science students

Study Levels

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