James Cook University Subject Handbook - 2000

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EC2101:03

Econometrics 2

Townsville

Prerequisites: EC1101 or MA1401

26 lectures, 24 tutorials. Second semester.

Staff: Dr P Kim.

Matrix approach to linear regression model; multicollinearity; heteroscedasticity; autocorrelation; model specification; regression on dummy variables.

Learning Objectives:

  1. have a comprehensive knowledge of econometric theory and technique at the intermediate level;
  2. have a general understanding of the fundamental framework for the study of econometric theory and applications at the advanced level.

Assessment by ten weekly assignments (10%); written assignment (10%); end-of-semester formal examination (80%).


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