• Class Number 2640
  • Term Code 2930
  • Class Info
  • Unit Value 6 units
  • Mode of Delivery In Person
    • Dr Juergen Meinecke
    • Dr Juergen Meinecke
  • Class Dates
  • Class Start Date 25/02/2019
  • Class End Date 31/05/2019
  • Census Date 31/03/2019
  • Last Date to Enrol 04/03/2019
SELT Survey Results

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.


Learning Outcomes

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

  1. define OLS, IV and maximum likelihood estimators mathematically;
  2. derive and examine finite sample and asymptotic properties of these estimators analytically;
  3. demonstrate an understanding of the strengths and limitations of the different estimators;
  4. employ linear algebra in key econometric derivations;
  5. apply econometric theory to concrete examples in economics.

Research-Led Teaching

This course teaches the advanced methods at the cutting edge of econometric research.

Examination Material or equipment


Required Resources

The main textbook for the course is Econometric Analysis of Cross Section and Panel Data by Jeffrey Wooldridge.

In addition you may want to consult these fantastic books:

  • A Primer in Econometric Theory by John Stachurski.
  • Econometric Analysis by William H. Greene
  • Econometrics by Bruce Hansen (available as a free pdf online)

The books by Wooldridge, Stachurski and Greene are available for 2 hour loan at Chiefly library.

Staff Feedback

Students will be given feedback in the following forms in this course:

  • written comments on weekly assignments
  • verbal comments during lectures and tutorials
  • verbal comments during consultations

Student Feedback

ANU is committed to the demonstration of educational excellence and regularly seeks feedback from students. Students are encouraged to offer feedback directly to their Course Convener or through their College and Course representatives (if applicable). The feedback given in these surveys is anonymous and provides the Colleges, University Education Committee and Academic Board with opportunities to recognise excellent teaching, and opportunities for improvement. The Surveys and Evaluation website provides more information on student surveys at ANU and reports on the feedback provided on ANU courses.

Other Information

Course website

All relevant course material (lecture slides, assignments, etc.) will be available under https://juergenmeinecke.github.io/EMET8014/

Assumed knowledge

This is a PhD level course. Assumed knowledge includes

  • set theory, functions
  • sequences, series, limits
  • univariate and multivariate calculus (incl derivatives and integrals)
  • linear algebra

Class Schedule

Week/Session Summary of Activities Assessment
1 Ordinary Least Squares Estimation
2 Instrumental Variables Estimation
3 Nonlinear Model Estimation

Tutorial Registration

Instruction on how to enrol for tutorials will be available on the Wattle site.

Assessment Summary

Assessment task Value Due Date Return of assessment Learning Outcomes
Assignments 40 % 25/02/2019 31/05/2019 1,2,3,4,5,6,7
Final exam 60 % 06/06/2019 05/07/2019 1,2,3,4,5,6,7

* If the Due Date and Return of Assessment date are blank, see the Assessment Tab for specific Assessment Task details


ANU has educational policies, procedures and guidelines, which are designed to ensure that staff and students are aware of the University’s academic standards, and implement them. Students are expected to have read the Academic Misconduct Rule before the commencement of their course. Other key policies and guidelines include:

Assessment Requirements

The ANU is using 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. For additional information regarding Turnitin please visit the ANU Online website. Students may choose not to submit assessment items through Turnitin. In this instance you will be required to submit, alongside the assessment item itself, hard copies of all references included in the assessment item.

Moderation of Assessment

Marks that are allocated during Semester are to be considered provisional until formalised by the College examiners meeting at the end of each Semester. If appropriate, some moderation of marks might be applied prior to final results being released.


See Assessment Task 2

Assessment Task 1

Value: 40 %
Due Date: 25/02/2019
Return of Assessment: 31/05/2019
Learning Outcomes: 1,2,3,4,5,6,7


There will be 11 weekly assignments. Each assignment will count for a maximum of 5 points towards your total course mark. Only your 8 best assignments will be considered. (You may choose to submit fewer than 11 problem sets as only the best 8 are considered.)

Every Wednesday morning (starting week 1) an assignment will be posted to be solved and handed in by the Tuesday 11am of the following week. The weekly deadlines are sharp. Late assignments will not be accepted under any circumstances. The last problem set will be posted in week 11.

The assignments will be discussed during tutorial sessions after you have handed in your solutions. For example, you will discuss assignment 1 in the week 2 tutorials.

Each assignment is marked out of 5 based on the rubric below.


PointsMathematical accuracyMathematical errorsComprehensivenessPresentationNote


Absolutely accurate

Completely free of errors

Answering all questions

Clean, clear, transparent

All of these are necessary


Overwhelmingly accurate

Overwhelmingly free of errors

Answering all questions

Clean, clear, transparent

All of these are necessary


Mostly accurate

Mostly free of errors

Answering all questions

Clean, clear, transparent

All of these are necessary


Mostly accurate

Mostly free of errors

Answering more than 60% of questions

Clean, clear, transparent

All of these are necessary


Mostly accurate

Mostly free of errors

Answering more than 40% of questions

Clean, clear, transparent

All of these are necessary


Mostly incaccurate

Not mostly free of errors

Answering no more than 40% of questions

Not clean, not clear, not transparent

Any of these are sufficient

Assessment Task 2

Value: 60 %
Due Date: 06/06/2019
Return of Assessment: 05/07/2019
Learning Outcomes: 1,2,3,4,5,6,7

Final exam

There will be one compulsory final exam. Details about format of the exam, reading and writing times will be given at the beginning of week 11.

Academic Integrity

Academic integrity is a core part of our culture as a community of scholars. At its heart, academic integrity is about behaving ethically. This means that all members of the community commit to honest and responsible scholarly practice and to upholding these values with respect and fairness. The Australian National University commits to embedding the values of academic integrity in our teaching and learning. We ensure that all members of our community understand how to engage in academic work in ways that are consistent with, and actively support academic integrity. The ANU expects staff and students to uphold high standards of academic integrity and act ethically and honestly, to ensure the quality and value of the qualification that you will graduate with. The University has policies and procedures in place to promote academic integrity and manage academic misconduct. Visit the following Academic honesty & plagiarism website for more information about academic integrity and what the ANU considers academic misconduct. The ANU offers a number of services to assist students with their assignments, examinations, and other learning activities. The Academic Skills and Learning Centre offers a number of workshops and seminars that you may find useful for your studies.

Online Submission

Given the mathematical nature of the course, no online submissions are permitted.

Hardcopy Submission

Weekly assignments must be submitted in hard copy by dropping them into a specially labeled assignment box at the Research School of Economics. (Contact the Student Administrator for details.) The weekly deadline is: Tuesday 11am. This deadline is sharp!

The front page of the submitted assignments must show your name, student number and the course name (EMET8014). Assignments missing any of this information will receive a mark of zero. If you put your assignment into the wrong assignment box then you will receive a mark of zero.

Late Submission

No submission of assessment tasks without an extension after the due date will be permitted. If an assessment task is not submitted by the due date, a mark of 0 will be awarded.

Referencing Requirements

Accepted academic practice for referencing sources that you use in presentations can be found via the links on the Wattle site, under the file named “ANU and College Policies, Program Information, Student Support Services and Assessment”. Alternatively, you can seek help through the Students Learning Development website.

Returning Assignments

The marked assignments will be returned to you during the weekly tutorial sessions. Assignment 1 will be returned to you during the week 2 tutorial, assignment 2 during the week 3 tutorial, and so forth. If you miss a tutorial, you can pick up your assignment in a subsequent tutorial.

When you receive a marked assignment back you should check if you agree with the marking. If not, you must raise your concerns immediately (by the end of the tutorial) with your tutor. The tutor will then keep your assignment for reconsideration. Important: Once you leave the tutorial with your assignment you forgo your opportunity for remarking. We will not, under any circumstances, remark any assignments for which you have not raised your concerns in the tutorial session during which the assignment was returned to you.

Extensions and Penalties

Extensions and late submission of assessment pieces are covered by the Student Assessment (Coursework) Policy and Procedure. The Course Convener may grant extensions for assessment pieces that are not examinations or take-home examinations. If you need an extension, you must request an extension in writing on or before the due date. If you have documented and appropriate medical evidence that demonstrates you were not able to request an extension on or before the due date, you may be able to request it after the due date.

Resubmission of Assignments

Not permitted

Privacy Notice

The ANU has made a number of third party, online, databases available for students to use. Use of each online database is conditional on student end users first agreeing to the database licensor’s terms of service and/or privacy policy. Students should read these carefully. In some cases student end users will be required to register an account with the database licensor and submit personal information, including their: first name; last name; ANU email address; and other information.
In cases where student end users are asked to submit ‘content’ to a database, such as an assignment or short answers, the database licensor may only use the student’s ‘content’ in accordance with the terms of service – including any (copyright) licence the student grants to the database licensor. Any personal information or content a student submits may be stored by the licensor, potentially offshore, and will be used to process the database service in accordance with the licensors terms of service and/or privacy policy.
If any student chooses not to agree to the database licensor’s terms of service or privacy policy, the student will not be able to access and use the database. In these circumstances students should contact their lecturer to enquire about alternative arrangements that are available.

Distribution of grades policy

Academic Quality Assurance Committee monitors the performance of students, including attrition, further study and employment rates and grade distribution, and College reports on quality assurance processes for assessment activities, including alignment with national and international disciplinary and interdisciplinary standards, as well as qualification type learning outcomes.

Since first semester 1994, ANU uses a grading scale for all courses. This grading scale is used by all academic areas of the University.

Support for students

The University offers students support through several different services. You may contact the services listed below directly or seek advice from your Course Convener, Student Administrators, or your College and Course representatives (if applicable).

Dr Juergen Meinecke

Research Interests

Econometrics, Computational

Dr Juergen Meinecke

Tuesday 13:00 14:00
Tuesday 13:00 14:00
Dr Juergen Meinecke

Research Interests

Dr Juergen Meinecke

Tuesday 13:00 14:00
Tuesday 13:00 14:00

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