ETC5400

Special topics in econometrics I

(BUS)

Associate Professor Keith McLaren and others

Two 1.5-hour lectures per week + First semester + Clayton + Prerequisites: ETC4400, ETC4410

Synopsis: Topics may include hypothesis testing, Bayesian econometrics, non-linear models, duality theory, specification analysis, spectral analysis, cointegration, applied time series, limited dependent variable models, economy wide modelling, models of demand and production functions, state space time series models and multivariate methods. Additional topics may be covered by visiting staff.

Assessment: Written (2 assignments): 100%