• 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
  • Mode of delivery In Person
  • Offered in First Semester 2023
    See Future Offerings

This course involves on campus teaching. For students unable to come to campus there will be a remote option. See the Class Summary for more details.

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.

Other Information

Indicative Assessment

  1. The assessment consists of two parts: assignments and a final exam. (100) [LO 1,2,3,4,5]

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

Inherent Requirements

Not applicable

Requisite and Incompatibility

To enrol in this course you must have completed or have concurrent enrolment in EMET8005 and ECON8013..

Prescribed Texts

See Class Summary and Wattle site

Fees

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

Commonwealth Support (CSP) Students
If you 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). More information about your student contribution amount for each course at Fees

Student Contribution Band:
34
Unit value:
6 units

If you are a domestic graduate coursework student with a Domestic Tuition Fee (DTF) place or international student you will be required to pay course tuition fees (see below). Course tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found 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 Description
2023 $4560 Standard Rate
2023 $3600 Grandfathered Rate*

*continuing students in nominated programs only. See fee website

International fee paying students
Year Fee
2023 $5820
Note: Please note that fee information is for current year only.

Offerings, Dates and Class Summary Links

ANU utilises MyTimetable to enable students to view the timetable for their enrolled courses, browse, then self-allocate to small teaching activities / tutorials so they can better plan their time. Find out more on the Timetable webpage.

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
4418 20 Feb 2023 27 Feb 2023 31 Mar 2023 26 May 2023 In Person N/A

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