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13508 (v.2) Econometrics 513



 

Area:School of Economics and Finance
Contact Hours:4.0
Credits:25.0
Lecture:1 x 2 Hours Weekly
Tutorial:1 x 1 Hours Weekly
Laboratory:1 x 1 Hours Weekly
Prerequisite(s):13503 (v.2) Econometrics (Introductory) 511 or any previous version
Co Requisite(s):13507 (v.2) Mathematical Economics 501 or any previous version
Review of matrix algebra, vector differentiation, k-variable linear model, maximum likelihood estimators and asymptotic distributions, generalised least squares, lagged variables, simultaneous equation and Vector Autoregressive models.

 
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