• 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 PGRD
  • Course convener
    • Dr Jakob Gorgens
  • Mode of delivery In Person
  • Offered in First Semester 2014
    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

Upon successful completion, students will have the knowledge and skills to:

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

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. Students continuing in their current program of study will have their tuition fees indexed annually from the year in which you commenced your program. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution 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
1994-2003 $2088
2004 $2160
2005 $3234
2006 $3240
2007 $3240
2008 $3240
2009 $3240
2010 $3240
2011 $3240
2012 $3240
2013 $3240
2014 $3246
International fee paying students
Year Fee
1994-2003 $3234
2004 $3234
2005 $3234
2006 $3534
2007 $3618
2008 $3618
2009 $3618
2010 $3942
2011 $3942
2012 $3942
2013 $3942
2014 $3948
Note: Please note that fee information is for current year only.

Offerings, Dates and Class Summary Links

The list of offerings for future years is indicative only.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.

First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
3498 17 Feb 2014 07 Mar 2014 31 Mar 2014 30 May 2014 In Person N/A

Responsible Officer: Registrar, Student Administration / Page Contact: Website Administrator / Frequently Asked Questions