Note: This is an archived Handbook entry from 2014.
|Dates & Locations:|| |
This subject is not offered in 2014.
|Time Commitment:||Contact Hours: Four hours of lectures/seminars/tutorials per week (this includes 3 hours of lectures and a one hour tutorial). |
Total Time Commitment:
Estimated total time commitment of 120 hours per semester
ECOM90002 Econometrics or equivalent.
Study Period Commencement:
|Recommended Background Knowledge:|| |
|Non Allowed Subjects:|| |
ECOM40006 Econometric Techniques
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
Estimation and inference techniques for models involving a single equation and systems of equations are introduced. Normally topics include asymptotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimation, seemingly unrelated regression models, stochastic regressors, instrumental variables, generalised method of moments, simultaneous equations models (including VARs) and model-selection procedures.
|Prescribed Texts:|| |
You will be advised of prescribed texts by your lecturer.
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
On successful completion of this subject, students should have improved the following generic skills:
Students may not gain credit for both ECOM90013 Econometric Techniques and ECOM40006 Econometric Techniques.
Doctor of Philosophy - Business and Economics |
Master of Commerce (Accounting)
Master of Commerce (Finance)
Master of Economics
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