| Computational Econometrics | |
|---|---|
| UoS Code | ECMT3170 |
| Credit points | 6 |
| Offered | Semester 2 |
| Prerequisites | ECMT2110 or ECMT2010 |
| Corequisites | |
| Prohibitions | |
| Assumed Knowledge | |
| Additional Information | |
| Lectures | two 1-hour lectures and one 1-hour lab per week |
| Assessment | Lab sheets; Assignments; Project; Final exam |
| Description | This unit provides an introduction to modern computationally intensive estimation methodology, its implementation and application for the estimation of econometric models. A key component of the unit will be the instruction in a programming language, and its use to implement computational econometric methods. The computational methods of estimation include Bayesian sampling scheme based approaches and other iterative algorithms for estimation of parameters in complex econometric models. |
- Timetables
-
For timetabling information for units of study please refer to the Faculty timetable page.
© 2002- 2009 The University of Sydney, NSW 2006 Australia. Phone: +61 2 9351 2222. ABN: 15 211 513 464. CRICOS Number: 00026A.
Maintained by: Web Services Manager. Last Updated: 29 October, 2009
University Contacts | Sitemap | Jobs | Library | Disclaimer | Privacy Statement