EC4703 - Advanced Econometrics

[Offered in even-numbered years]

Credit points:	03
Year:	2018
Student Contribution Band:	Band 3
Administered by:	College of Business, Law & Governance

This subject is offered to students 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

• to widen and deepen students knowledge of econometrics and its application to economic problems.

Prerequisites:

(BU1003 AND BU1007 AND BX3122) OR EC5216

Availabilities
Townsville, Internal, Study Period 1
Census Date 22-Mar-2018
Coord/Lect:	Dr Rabiul Beg.
Contact hours:	48 hours workshops/Seminars - 1) 2 hours of lectures and 2 hours of workshop activities every week for 12 weeks; 2) seminar attendance
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.