James Cook University Subject Handbook - 2012

EC4703 - Advanced Econometrics

[Offered in even-numbered years]

Credit points: 03
Year: 2012
Student Contribution Band: Band 3
Administered by: School of Business

Not available to new students. Only available to students enrolled pre 2005 with appropriate approval.

This subject is designed to give students working knowledge of a broad array of topics in econometric theory and prepare them for empirical applications. Topics will include: Limit theorems, likelihood function, MLE, GLS, IV, GMM methods of estimation, three large sample classical statistical tests, Nonlinearity and nonstationarity tests, limited dependent variable models and qualitative response models. Single equation as well as simultaneous equations models. Micro and macro economic models analysis using SHAZAM, RATS, GAUSS, Eviews.

Learning Outcomes

Graduate Qualities


Availabilities

Townsville, Block, Study Period 6
Census Date 21-Jun-2012
Face to face teaching 08-Jun-2012 to 22-Jun-2012 (Face to face teaching dates - Lectures - 8, 11, 12, 14, 19, 21 & 22 June (9am - 1pm); Tutorials 13, 18 & 20 June (9am to 1pm). Final exam 28 June 9 to 11.10am.)
Coord/Lect: Dr Rabiul Beg.
Contact hours:
  • 39 hours workshops/Seminars
    Assessment:end of semester exam (60%); assignments (40%).

    Note: Minor variations might occur due to the continuous Subject quality improvement process, and in case of minor variation(s) in assessment details, the Subject Outline represents the latest official information.