Postgraduate - UnitETF5410 - Special topics in econometrics

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

Synopsis

Topics may include hypothesis testing, Bayesian econometrics, non-linear models, duality theory, specification analysis, spectral analysis, cointegration, applied time series, limited dependent variable models, economy wide modelling, models of demand and production functions, state space time series models and multivariate methods. Additional topics may be covered by visiting staff.

Outcomes

The learning goals associated with this unit are to:

1. define different models used in econometrics and statistics
2. compare different methods of estimating and testing econometric models
3. recommend suitable methods of inference
4. evaluate different methods of inference for econometric models
5. summarise the advantages and disadvantages of various methods of inference.

Assessment

Within semester assessment: 100%

Chief examiner(s)

XibinZhang (Bill)

Contact hours

3 hours per week

Prerequisites

Students must be enrolled in course codes 4412, 3816 or 3822 or must have passed ETC4400 or ETC4410 to undertake this unit