- Code EMET8014
- Unit Value 6 units
- Offered by Research School of Economics
- ANU College ANU College of Business and Economics
- Course subject Econometrics
- Areas of interest Econometrics
- Academic career PGRD
- Dr Jakob Gorgens
- Mode of delivery In Person
First Semester 2015
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.
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.
See the course outline on the College courses page. Outlines are uploaded as they become available.
The assessment consists of three parts: assignments, a mid session exam, and a final exam. See course outline on RSE web site for weighting.
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10 hours per week including class time
Tuition fees are for the academic year indicated at the top of the page.
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- Student Contribution Band:
- 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.
Offerings and Dates
|Class number||Class start date||Last day to enrol||Census date||Class end date||Mode Of Delivery||Class Summary|
|1970||16 Feb 2015||06 Mar 2015||31 Mar 2015||29 May 2015||In Person||N/A|