• Offered by Research School of Economics
  • ANU College ANU College of Business and Economics
  • Classification Advanced
  • Course subject Econometrics
  • Areas of interest Econometrics
  • Academic career Postgraduate
  • Course convener
    • Dr Thomas Tao Yang
  • Mode of delivery In Person
  • Offered in First Semester 2017
    See Future Offerings

The overall aim of this course is to provide students with an advanced understanding of the principles underlying estimation methods and hypothesis tests in econometrics. The course first covers basic probability theory, then introduces asymptotic approximation theory, and finally moves to statistics and econometrics. To focus on general ideas, the course abstracts from real-world issues and turns to the laboratory/sandbox called mathematics.

 

Learning Outcomes

On successful completion of this course, students will be able to

  • Explain key concepts in probability theory and mathematical statistics such as random variables, expectations, asymptotic approximations, estimation principles, testing principles etc.
  • Calculate expected values and higher order moments for random variables.
  • Derive distributional properties of random variables and statistics from first principles using various mathematical techniques.
  • Use asymptotic theory to calculate approximate distributions for random variables and statistics.
  • Derive properties of estimators and compare their performance.
  • Derive properties of test statistics.
  • Appreciate the connections between the many different methods used in econometrics.


Other Information

See the course outline on the College courses page. Outlines are uploaded as they become available. 

Indicative Assessment

The assessment consists of three parts: assignments, a mid session exam, and a final exam. See course outline on RSE web site for weighting.

The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.

Workload

10 hours per week including class time

Requisite and Incompatibility

To enrol in this course you must have completed the equivalent of, or have concurrent enrolment in EMET8005 and ECON2015/6015.

Fees

Tuition fees are for the academic year indicated at the top of the page.  

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
Band 3
Unit value:
6 units

If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees.  Where there is a unit range displayed for this course, not all unit options below may be available.

Units EFTSL
6.00 0.12500
Domestic fee paying students
Year Fee
2017 $3852
International fee paying students
Year Fee
2017 $5130
Note: Please note that fee information is for current year only.

Offerings and Dates

The list of offerings for future years is indicative only

First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery
2796 20 Feb 2017 27 Feb 2017 31 Mar 2017 26 May 2017 In Person

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