ETC4410

Applied econometrics

(BUS)

Associate Professor Keith McLaren, Dr Heather Anderson and Dr Gael Martin

7 points + Two 1.5-hour lectures per week + Second semester + Clayton

Synopsis: A critical review of recent empirical work in econometrics. Topics covered may include the estimation of systems of demand equations, multivariate vector autoregressions, vector error correction models, impulse response analysis, balanced regressions, unit roots and structural breaks, fractional cointegration and Bayesian estimation of time series models.

Assessment: Written (2 assignments): 40% + Examination (3 hours): 60%