ECON615-22S1 (C) Semester One 2022

Econometrics II-600

15 points

Details:
Start Date: Monday, 21 February 2022
End Date: Sunday, 26 June 2022
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 6 March 2022
  • Without academic penalty (including no fee refund): Sunday, 15 May 2022

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.

Prerequisites

Subject to approval of the Head of Department.

Timetable 2022

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Tuesday 09:00 - 10:00 Rehua 008 Computer Lab
21 Feb - 10 Apr
2 May - 5 Jun
Lecture B
Activity Day Time Location Weeks
01 Friday 09:00 - 11:00 Rehua 008 Computer Lab
21 Feb - 10 Apr
9 May - 5 Jun

Examination and Formal Tests

Test A
Activity Day Time Location Weeks
01 Monday 19:00 - 20:00 Online Delivery
14 Mar - 20 Mar
Test B
Activity Day Time Location Weeks
01 Friday 09:00 - 11:00 Online Delivery
2 May - 8 May

Course Coordinator

Bob Reed

Assessment

Assessment Due Date Percentage 
Weekly Assignments 15%
Final exam 35%
STATA Programming test 14 Mar 2022 5%
Term test 06 May 2022 30%
Project 03 Jun 2022 15%

Indicative Fees

Domestic fee $1,009.00

* 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

  • ECON615-22S1 (C) Semester One 2022