Econometric Models and Methods
UoS Code ECMT3110
Credit points 6
Offered Semester 1
Prerequisites ECMT2110 or ECMT2010
Corequisites
Prohibitions ECMT3010
Assumed Knowledge
Additional Information
Lectures 3 hrs per week
Assessment Assignment; Final exam
Description This unit extends methods of estimation and testing developed in association with regression analysis to cover econometric models involving special aspects of behaviour and of data. In particular, motivating examples are drawn from dynamic models, panel data and simultaneous equation models. In order to provide the statistical tools to be able to compare alternative methods of estimation and testing, both small sample and asymptotic properties are developed and discussed.