- Code EMET6008
- 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
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 studies important extensions of the linear regression model. Topics include: endogeneity, binary dependent variables, time series regressions and panel data estimation. This is a hand-on course with a focus on applications in economics as well as business. A standard statistical software will be used during computer sessions, no special programming skills are required.
Upon successful completion, students will have the knowledge and skills to:
- demonstrate a comprehensive understanding of the challenges of empirical modelling in economics and business
- demonstrate a comprehensive understanding of the shortcomings of the standard linear regression model
- apply important extensions to the linear regression model
- express new econometric methods mathematically
- demonstrate clarity of thought regarding the relationship between data, model and estimation in econometrics
- use statistical software to study actual data sets
- Assignments (28) [LO 1,2,3,4,5,6]
- Final Exam (72) [LO 1,2,3,4,5,6]
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Student taking this course are expected to commit at least 10 hours per week - consisting of 2 hours of lectures, a 1 hour computer tutorial and 7 hours of private study.
Requisite and Incompatibility
Introduction to Econometrics, Global Edition, by J. H. Stock and M. W. Watson.
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:
- 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.
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Offerings, Dates and Class Summary Links
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Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.