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Econometric theory (6 points)


Leader: Associate Professor Farshid Vahid

Clayton First semester 2004 (Day)

Synopsis: A comprehensive study of classical and Bayesian estimation and inference relevant for econometric analysis. This unit reviews the least squares (LS) and maximum likelihood (ML) estimation methods, and then introduces generalised method of moments (GMM) and Bayesian estimation and inference.

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

Contact Hours: Two 1.5-hour lectures per week

Prerequisites: ETC3400

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