|
| |
13508 (v.3) Econometrics 513
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): | 13503 (v.3) Econometrics (Introductory) 511 or any previous version
|
Co Requisite(s): | 13507 (v.3) Mathematical Economics 501 or any previous version
|
Syllabus: | 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. |
| |
Unit Outcomes: | On completion of this unit students will have gained- Practical experience in applying these techniques is acquired through exercises and assignments. Applications of techniques illustrated with examples from the literature. Used Verious econometric software programs extensively to provide an opportunity for applying the techniques encountered to economic 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 Hsiao, (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 ed, 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., (1995), Introductory Econometrics with Applications, 3rd ed, The Dryden Press. Unit Texts |
Unit Texts: | No prescribed texts. |
| |
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 |
|
Extent to which this unit or thesis utilises online information: | Essential | Result Type: | Grade/Mark |
|
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 |
|
Click here for a printable version of this page
|
|
|
|
