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Econometric theory (6 points)


Leader: Professor Don Poskitt

Clayton Second semester 2003 (Day)
Clayton Second semester 2004 (Day)

Synopsis: A unified theory of likelihood methods used to estimate and test the validity of economic relationships. Applications include the classical linear regression model, the generalised linear regression model, tests for linear restrictions and autocorrelation in the regression model. Other topics include an introduction to simultaneous equation models, the identification problem, instrumental variable estimators, limited information and full information simultaneous equation estimators.

Assessment: Written (6 fortnightly assignments): 40% + Examination (2 hours): 60%

Contact Hours: Two 1-hour lectures and one 2-hour tutorial per week

Prerequisites: ETC2400 or permission

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