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EC4703 - Advanced Econometrics

[Offered in even-numbered years]

Credit points:03
Year:2015
Student Contribution Band: Band 3
Administered by:College of Business, Law & Governance

Not available to new students. Only available to students enrolled pre 2005 with appropriate approval.

This subject is designed to give students working knowledge of a broad array of topics in econometric theory and prepare them for empirical applications. Topics will include: Limit theorems, likelihood function, MLE, GLS, IV, GMM methods of estimation, three large sample classical statistical tests, Nonlinearity and nonstationarity tests, limited dependent variable models and qualitative response models. Single equation as well as simultaneous equations models. Micro and macro economic models analysis using SHAZAM, RATS, GAUSS, Eviews.

Learning Outcomes

  • to widen and deepen students knowledge of econometrics and its application to economic problems.

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.