11000 (v.3) Econometrics 313

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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):	10836 (v.2) Introductory Econometrics 211 or any previous version
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 variablemodels. Simultaneous equation and Vector Autoregressive models.