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Applied Econometrics II - ECON835
The aim of this unit is to present sophisticated econometric techniques and their applications to economics. Journal articles are selected to illustrate the different econometric techniques introduced in this unit. Topics include time-series analysis (cointegration, VECM and VAR models, ARCH and GARCH models) and panel data.
| Credit Points: | 4 |
| When Offered: | S2 Evening - Session 2, North Ryde, Evening |
| Staff Contact(s): | Associate Professor Roselyne Joyeux |
| Prerequisites: |
ECON840 or admission to MAppStat or PGDipAppStat |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Economics Faculty of Business and Economics |
Timetable Information
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