ETC4541 - Special topics in econometrics

Leader(s): Associate Professor Gael Martin

Offered

Clayton Second semester 2009 (Day)

Synopsis

This unit covers methodological developments at the forefront of econometric research. Topics may include Bayesian econometrics, simulation techniques, latent variable models, non-Gaussian time series models, distribution theory, non-parametric inference and panel data models.

Assessment

Within semester assessment: 40%
Examination: 60%

Contact hours

Two 1.5-hour lectures per week

Prerequisites

One from ETC4400, ETC4410, ETC4420 or permission

Prohibitions

ETC5410