ECON615-21S1 (C) Semester One 2021

Econometrics II-600

15 points

Details:
Start Date: Monday, 22 February 2021
End Date: Sunday, 27 June 2021
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 7 March 2021
  • Without academic penalty (including no fee refund): Friday, 14 May 2021

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. Students will develop their own Monte Carlo experiments to investigate econometric questions.

Pre-requisites

Subject to approval of the Head of Department.

Timetable 2021

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Tuesday 11:00 - 12:00 Ernest Rutherford 212 Computer Lab
22 Feb - 4 Apr
26 Apr - 6 Jun
Lecture B
Activity Day Time Location Weeks
01 Thursday 11:00 - 13:00 Ernest Rutherford 464 Computer Lab
22 Feb - 4 Apr
3 May - 6 Jun

Examination and Formal Tests

Test A
Activity Day Time Location Weeks
01 Monday 19:00 - 21:00 Jack Erskine 001 Computer Lab
15 Mar - 21 Mar
Test B
Activity Day Time Location Weeks
01 Thursday 11:00 - 13:00 Ernest Rutherford 212 Computer Lab
26 Apr - 2 May

Course Coordinator

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

Assessment

Assessment Due Date Percentage 
Weekly Assignments 15%
Final exam 35%
STATA Programming test 15 Mar 2021 5%
Term test 29 Apr 2021 30%
Project 04 Jun 2021 15%

Indicative Fees

Domestic fee $992.00

* 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 ECON615 Occurrences

  • ECON615-21S1 (C) Semester One 2021