James Cook University Subject Handbook - 2001

EC3413:04

Econometrics 3A

Townsville

Prerequisites: EC1101 or MA1401

26 lectures, 24 tutorials. First semester.

Staff: Dr R Beg.

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%).