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11000 (v.4) Econometrics 313
Area: | School of Economics and Finance |
Credits: | 25.0 |
Contact Hours: | 4.0 |
Lecture: | 1 x 2 Hours Weekly |
Tutorial: | 1 x 1 Hours Weekly |
Laboratory: | 1 x 1 Hours Weekly |
Prerequisite(s): | 10836 (v.3) Introductory Econometrics 211 or any previous version
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Syllabus: | Topics include review of matrix algebra, vector differentiation, k-variable linear model, maximum likelihood estimators and asymptotic distributions, generalised least squares, lagged variables, qualitative dependent variable models. Simultaneous equation and vector autoregressive models. |
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Unit Outcomes: | Econometrics 313 is the second unit in our two unit applied econometrics stream. This unit emphasises the reasons and scope for using certain econometric techniques to solve particular problems. On completion of this unit students will have- practical experience in applying these techniques, acquired through exercises and assignments. Applications of techniques are illustrated with examples from the literature. Used verious econometric software programs extensively applying the techniques encountered toeconomic data. |
Texts and references listed below are for your information only and current as of September 30, 2003. Some units taught offshore are modified at selected locations. Please check with the unit coordinator for up-to-date information and approved offshore variations to unit information before finalising study and textbook purchases. |
Unit References: | Griffiths, W.E., Hill, R.C. and Judge, G.G., (1993), Learning and Practicing Econometrics, John Wiley and Sons. Intriligator, M.D., Bodkin R. and Cheng H., (1996) Econometric Models, Techniques and Applications, 2nd ed, Prentice-Hall. Judge, G.G., Hill, R.C., Griffiths, W.E., Lutkepohl, H. and Lee, T-C., (1988) An Introduction to the Theory and Practice of Econometrics, 2nd ed, John Wiley and Sons. Kennedy, P., (1992), A Guide to Econometrics, 3rd ed, MIT Press. Kmenta, J., (1986) Elements of Econometrics, 2nd Edition, Macmillan. Maddala, G.S., (1992), Introduction to Econometrics, 2nd ed, Macmillan Publishing Company. Pindyck, R.S. and Rubinfeld, D.L., (1991), Econometric Models and Economic Forecasts, 3rd ed, McGraw-Hill. Ramanathan, R., Introductory Econometrics with Applications, 3rd ed, The Dryden Press. |
Unit Texts: | No prescribed texts. |
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Unit Assessment Breakdown: | Assignments (2) 40%, End-semester exam 60%. This is by grade/mark assessment. |
Field of Education: | 91903 Econometrics | HECS Band (if applicable): | 2 |
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Extent to which this unit or thesis utilises online information: | Informational | Result Type: | Grade/Mark |
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Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | |
Area
External | refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research. |
Central
External | refers to external course/units run through the Curtin Bentley-based Distance Education Area |
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