ETF5410 - Special topics in econometrics - 2017

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.

The learning goals associated with this unit are to:

1. define different models used in econometrics and statistics
2. compare different methods of estimating and testing econometric models
3. recommend suitable methods of inference
4. evaluate different methods of inference for econometric models
5. summarise the advantages and disadvantages of various methods of inference.

Within semester assessment: 100%

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

See also Unit timetable information

Associate Professor Duangkamon Chotikapanich

Students must be enrolled in course code 4412 or 3822, or have passed ETF3200 or ETC4400 or ETC4410 or equivalent.