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ETC5400

Special topics in econometrics I (6 points)

(BUS)

Leader: Professor Keith McLaren and others

Offered:
Clayton First semester 2003 (Day)
Clayton First semester 2004 (Day)

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%

Contact Hours: Two 1.5-hour lectures per week

Prerequisites: ETC4400, ETC4410


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