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Practical econometrics (6 points)


Leader: Dr Santha Vaithilingam

Malaysia Second semester 2003 (Day)
Malaysia Second semester 2004 (Day)

Synopsis: This unit introduces students to the empirical analysis of relationships between economic variables. The approach is based on linear regression theory, but emphasises 'hands on' data analysis using modern computer software. Topics studies will include properties of least squares estimators, hypothesis testing, the choice of appropriate functional form, the use of dummy variables, and the problems of serial correlation, heteroscedasticity and multicollinearity.

Assessment: Written (2 assignments - computing and report): 40% + Examination (2 hours): 60%

Prerequisites: ETW1010 or ETW2111

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