EC4703 - Advanced Econometrics
|Student Contribution Band:
||College of Business, Law & Governance
This subject is offered to students with appropriate approval.
This subject is designed to give students advanced knowledge of a broad array of topics
in econometric theory and prepare them to apply empirical applications to real world
challenges. Topics will include: Limit theorems, likelihood function, MLE, GLS, IV,
GMM methods of estimation, three large sample classical statistical tests, Nonlinearity,
non-stationarity and co-integration tests, limited dependent variable models and qualitative
response models, panel data models and single equation as well as simultaneous equations
models. Micro and macro-economic models analysis using SHAZAM, RATS, GAUSS, E-views.
- analyse and create adaptable econometric models based on various theories;
- apply and implement econometric methods to real world scenarios;
- interpret, produce and communicate econometric methodologies and results.
||(BU1003 AND BU1007 AND BX3122) OR EC5216
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