Advanced Applied Econometrics (ECON6300)
Information valid for Semester 1, 2024
Course level
Postgraduate Coursework
Faculty
School
Economics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
2 Lecture hours
2 Practical or Laboratory hours
Incompatible
EC443
Prerequisite
ECON3300 or 3310 or 3350 or 3360
Recommended prerequisite
ECON2050
Course enquiries
Course description
Introduces advanced tools used in modern applied econometrics. Topics include multivariate time series models (eg VAR, ECM) & discrete & limited dependent variable models (eg multinominial logit). Alternative estimation frameworks are also discussed (eg Bayesian econometrics, GMM). Problems & exercises are solved using software packages such as SHAZAM.
