• 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
  • Course convener
    • Dr Thomas Tao Yang
  • Mode of delivery In Person
  • Co-taught Course
  • Offered in Second Semester 2020
    See Future Offerings

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.

Learning Outcomes

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

  1. demonstrate a comprehensive understanding of the challenges of empirical modelling in economics and business
  2. demonstrate a comprehensive understanding of the shortcomings of the standard linear regression model
  3. apply important extensions to the linear regression model
  4. express new econometric methods mathematically
  5. demonstrate clarity of thought regarding the relationship between data, model and estimation in econometrics
  6. use statistical software to study actual data sets

Indicative Assessment

  1. Assignments (28) [LO 1,2,3,4,5,6]
  2. Final Exam (72) [LO 1,2,3,4,5,6]

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Workload

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.

Inherent Requirements

Not applicable

Requisite and Incompatibility

To enrol in this course you must have completed EMET2007 or EMET6007. Incompatible with EMET3004.

Prescribed Texts

Introduction to Econometrics, Global Edition, by J. H. Stock and M. W. Watson.

Fees

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

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
3
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.

Units EFTSL
6.00 0.12500
Note: Please note that fee information is for current year only.

Offerings, Dates and Class Summary Links

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.

Second Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
7337 27 Jul 2020 03 Aug 2020 31 Aug 2020 30 Oct 2020 In Person N/A

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