[Not offered in 2021]
|Student Contribution Band:||Band 4|
|Administered by:||College of Business, Law & Governance|
This subject covers both the theoretical and practical aspects of complex dynamic econometric models that are used in the industry, governments, and academia. The study of advanced econometrics introduces the concept of stochastic theory, which allows students to fully understand the dynamic properties of complex models featuring nonlinearities, time-varying parameters and latent variables. Students will also examine advanced estimation theory which allows the use of state-of-the-art models to analyse data.
|Prerequisites:||BU1007 OR BX2122|
Note: Minor variations might occur due to the continuous Subject quality improvement process, and in case of minor variation(s) in assessment details, the Subject Outline represents the latest official information.