- 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 Juergen Meinecke
- Mode of delivery In Person
First Semester 2019
See Future Offerings
The course covers advanced estimation methods in econometrics. Specific topics include: projections and ordinary least squares estimation; endogeneity; instrumental variables and two stage least squares estimation; maximum likelihood estimation of models with limited dependent variables. The course is primarily theoretical and looks at various estimators and their finite sample and asymptotic properties.
Upon successful completion, students will have the knowledge and skills to:
- define OLS, IV and maximum likelihood estimators mathematically;
- derive and examine finite sample and asymptotic properties of these estimators analytically;
- demonstrate an understanding of the strengths and limitations of the different estimators;
- employ linear algebra in key econometric derivations;
- apply econometric theory to concrete examples in economics.
- The assessment consists of two parts: assignments and a final exam. (100) [LO 1,2,3,4,5]
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Workload10 hours per week including class time
Requisite and Incompatibility
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- Student Contribution Band:
- Unit value:
- 6 units
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