ECON213-11S2 (C) Semester Two 2011

Introduction to Econometrics

15 points

Details:
Start Date: Monday, 11 July 2011
End Date: Sunday, 13 November 2011
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 22 July 2011
  • Without academic penalty (including no fee refund): Friday, 7 October 2011

Description

Simple and multiple regression, elementary time-series analysis, introduction to econometric modelling.

Learning Outcomes

This course teaches basic skills in econometrics, which is the statistical analysis of economic data.  Over the course of the semester, you will learn how to (i) develop a regression model, (ii) estimate it, and (iii) interpret it.  General topics that we will cover include OLS regression, prediction, dummy variables, model specification, model selection, robust standard errors, time series forecasting, endogeneity, and qualitative choice models (logit and probit).  You will gain much hands-on experience estimating statistical models using the software package EViews.

Prerequisites

(1)  ECON104 or ECON105 (2) 15 points from STAT courses or ECON212.

Course Coordinator

Robin Harrison

Lecturer

Bob Reed

Assessment

Assessment Due Date Percentage 
Weekly Assignments 10%
Final Exam 35%
First Term Eviews Test 25%
Second Term Eviews Test 30%

Textbooks / Resources

Required Texts

Halcoussis, Dennis; Understanding econometrics ; Thomson/South-Western, 2005.

Notes

You will need to hire an "electronic clicker".  These may be obtained from the Copy Centre (located in Fine Arts, Building 2).  The initial outlay for the clickers is $50, but all $50 will be refunded to you at the end of the semester when you return your clicker.  Note:  You will need to buy two AAA batteries for your clicker straightaway.

Indicative Fees

Domestic fee $630.00

International fee $2,775.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Department of Economics and Finance .

All ECON213 Occurrences

  • ECON213-11S2 (C) Semester Two 2011