Advanced Econometric Theory (ECON6310)
Information valid for Semester 2, 2024
Course level
Undergraduate
Faculty
School
Economics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
2 Lecture hours
Incompatible
EC444
Prerequisite
ECON3310 or (3330 + 3320) or 2310
Recommended prerequisite
ECON3300 or 3350 or 3360 or EC330
Restricted
BEcon(Hons); BA(Hons)(Economics)
Course enquiries
Doctor Mohamad Khaled (Semester 2, Regular, St Lucia, In person)
Course description
This is an advanced course in econometric theory which builds upon ECON3330 (previously 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.