EC4703 - Advanced Econometrics
|Student Contribution Band:
||School of Business (pre 2015)
Not available to new students. Only available to students enrolled pre 2005 with appropriate
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.
- to widen and deepen students knowledge of econometrics and its application to economic
Study Period 6
|Census Date 26-Jun-2014
|Non-standard start/end 05-Jun-2014 to 01-Aug-2014
|Face to face teaching
05-Jun-2014 to 19-Jun-2014 (Face to face teaching dates 9am - 1pm, 5,6,10,11,12,13,16,17,18,19 June. Final exam
with date to be advised.)
||Dr Rabiul Beg.
- 39 hours workshops/Seminars
||end of semester exam (60%); assignments (40%).
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