ECON324-18S1 (C) Semester One 2018

Econometrics

15 points, 0.1250 EFTS
19 Feb 2018 - 24 Jun 2018

Description

This course teaches advanced skills in practical econometrics. Coverage will include the following topics: OLS, FGLS, robust standard errors, panel data, Stata programming, Monte Carlo experiments, time series, nonstationarity, and error correction models. While the course will present some theory, the emphasis in this class is on doing. A distinctive feature is that we will illustrate key concepts using computer simulations so that students can "see" the practical consequences of the issues they are studying.

Pre-requisites

(1) ECON213 or STAT213; and (2) MATH102 or MATH199

Timetable 2018

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Tuesday 09:00 - 10:00 Ernest Rutherford 141 19 Feb - 1 Apr
23 Apr - 3 Jun
Lecture B
Activity Day Time Location Weeks
01 Friday 09:00 - 11:00 E16 Lecture Theatre 19 Feb - 1 Apr
23 Apr - 3 Jun

Course Coordinator

For further information see Department of Economics and Finance Head of Department

Assessment

Assessment Due Date Percentage  Description
Assignments 20% Weekly
Term Test 06 May 2016 35%
Final Exam 45%

Indicative Fees

Domestic fee $790.00

International fee $3,350.00

* Fees include New Zealand GST and do not include any programme level discount or additional course related expenses.

For further information see Department of Economics and Finance.

All ECON324 Occurrences

  • ECON324-18S1 (C) Semester One 2018