ECON 375 Econometrics

18 points. Semester 1.

Overview

Econometrics makes use of statistical methods for estimating economics relationships, testing economic theories, selecting economic models, and evaluating government and business policies. This paper examines the theory and application of linear estimation and testing techniques in the context of multiple regression and dynamic and simultaneous equation models. Topics will include least squares estimation, the Gauss-Markov theorem, generalised least squares, autocorrelation and heteroscedasticity, multicollinearity, the identification and estimation of simultaneous equation systems, dynamic modelling, maximum likelihood estimation, and an introduction to panel data methods.

Paper coordinator

Alfred Haug

Prerequisites

ECON 210 and ECON 270 (or equivalent Mathematics and Statistics papers approved by the Head of Department).

Course Outline

For more information about this paper please view the 2011 Course Outline in pdf format.

Course Materials

Course related materials will be available on Blackboard. Use your student user name and password to log in.

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