Advanced Econometric Theory (ECON6310)
Information valid for Semester 2, 2024
Course level
Postgraduate Coursework
Faculty
School
Economics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
2 Lecture hours
Incompatible
EC444
Prerequisite
(ECON3310 + 3320 or 2310) or (EC331 + 231)
Recommended prerequisite
ECON3300 or 3350 or 3360 or EC330
Course enquiries
Course description
This is an advanced course in econometric theory which builds upon ECON3310. Material in the following topics will be included: Asymptotic theory, seemingly unrelated regression equations, panel data models, simultaneous equations, instrumental variables and GMM estimators.