• Offered by Research School of Economics
  • ANU College ANU College of Business and Economics
  • Course subject Econometrics
  • Areas of interest Econometrics, Economics
  • Academic career Postgraduate
  • Course convener
    • Dr Thomas Tao Yang
  • Mode of delivery In Person
  • Offered in Second Semester 2019
    See Future Offerings

This is an advanced course on econometric theory. It will provide students with grounding in the theory that underpins many standard econometric methods.  It will stress fundamental ideas and general concepts so that students can draw connections between various methods presented in other courses, and learn to derive simple theoretical results from first principles and apply them to specific cases.

The course does not attempt to provide details on the theory behind all possible econometric models, but instead seeks to ensure that students gain sufficient skills to allow them to understand the key issues and hence to be able to read and understand advanced texts and journal articles on current research that they may come across in their future studies or research.

Learning Outcomes

Upon successful completion of the requirements for this course, students will be able to:
• Understand and apply selected inferential methods
• Critically evaluate a range of articles in econometric theory
• Derive asymptotic or finite sample properties of specific estimators under various assumptions
• Evaluate the appropriateness of several alternative estimators in specific applications

Other Information

See the course outline on the College courses page. Outlines are uploaded as they become available. 

Indicative Assessment

One assignment worth 25%, a mid semester exam worth 25% and a final exam worth 50%.

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

Students taking this course are expected to commit at least 12 hours a week comprised of:

• 3 hours of lectures and,

• 1 hour of tutorial, and

• 8 hours of private study (at least).

• (Recommended and Optional) Study group to be organized by students, if they wish.

Requisite and Incompatibility

To enrol in this course you must have previously completed EMET8014.

Preliminary Reading

See Course Outline

Assumed Knowledge

All students should know some calculus, and have some knowledge of linear algebra, matrix algebra, probability. Understanding of maximum likelihood, least squares, simple time series models, and simple cases of laws of large numbers and central limit theorems.

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:
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
Domestic fee paying students
Year Fee
2019 $4320
International fee paying students
Year Fee
2019 $5700
Note: Please note that fee information is for current year only.

Offerings and Dates

The list of offerings for future years is indicative only

Second Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery
7963 22 Jul 2019 29 Jul 2019 31 Aug 2019 25 Oct 2019 In Person

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