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
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Co Requisite(s): | 13507 (v.2) Mathematical Economics 501 or any previous version
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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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