This is archived information!
Search current Handbook for current unit information.
Econometric Methods - ECON333
The purpose of this unit is to extend econometric techniques and theory beyond the ideal world of the classical linear regression model. It introduces various econometric methods and their properties to analyse more realistic economic phenomena where some of the classical assumptions are most likely to be violated. The topics include: binary-choice models; multi-response models; maximum likelihood estimation; matrix algebra; GLS estimation; instrumental-variable and GMM estimation; unit-root and co integration tests; VECM; and models for panel data.
| Credit Points: | 3 |
| When Offered: | S1 Day - Session 1, North Ryde, Day |
| Staff Contact(s): | Dr Daehoon Nahm |
| Prerequisites: | |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Unit Type: | |
| Assessed As: | Graded |
| Offered By: | Department of Economics Faculty of Business and Economics |
Timetable Information
For unit timetable information and session dates for external offerings please visit the Timetables@Macquarie Website.