Note: This is an archived Handbook entry from 2009. Search for this in the current handbook
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2009:Semester 1, - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Three hours of lectures/seminars/tutorials per week |
Total Time Commitment: Not available
316-317 Econometrics or permission of lecturer.
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:||None|
|Core Participation Requirements:||
For the purposes of considering request for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Student Support and Engagement Policy, academic requirements for this subject are articulated in the Subject Overview, Learning Outcomes, Assessment and Generic Skills sections of this entry.
It is University policy to take all reasonable steps to minimise the impact of disability upon academic study, and reasonable adjustments will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact on meeting the requirements of this subject are encouraged to discuss this matter with a Faculty Student Adviser and Student Equity and Disability Support: http://services.unimelb.edu.au/disability
CoordinatorAssoc Prof David Harris
This subject introduces appropriate estimation and inference techniques for models that involve a single equation and those involving systems of equations. Normally topics will include asymtotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimation, seemingly unrelated regression models, stochastic regressors, instrumental variables, generalised methods of moments, simultaneous equations models (including VARs) and model-selection procedures.
A 3-hour end-of-semester examination (70%) and class assignments up to 40 pages (30%).
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
Students may not gain credit for both 316-470 Econometric Techniques and 316-678 Econometric Techniques.
Master of Economics |
Postgraduate Diploma In Economics
Download PDF version.