James Cook University Subject Handbook - 2002

EC3413:04

Econometrics 3A

Townsville

HECS Band 2

26 hours lectures, 24 hours tutorials. Semester 1.

Staff: Dr R Beg.

Matrix approach to single equation linear models and their estimation and hypotheses testing; problems of model specification; multicollinearity, heteroskedasticity and autocorrelation problems and their solution approaches. Dummy variable models. Computer programs for regression analysis.

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 assignments (20%); end-of-semester formal examination (80%).