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Simple and multiple regression, elementary time-series analysis, introduction to econometric modelling.
Course Objectives: This course teaches basic skills in econometrics, which is the statistical analysis of economic data. The emphasis in this class is on doing! 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.
This course teaches basic skills in econometrics, which is the statistical analysis of economic data. The emphasis in this class is on doing! 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.
(1) ECON104 or ECON105; (2) 18 points from STAT courses or ECON212. With Head of Department discretion, a candidate who has not passed this pre-requisite but who is concurrently enrolled in an 18-point STAT course may be enrolled in ECON213 if he or she has completed at least 50% of the STAT course at the start of the semester.
ECON211
There will be a one hour tutorial per week in addition to lectures.
Bob Reed
Halcoussis, Dennis; Understanding econometrics ; Thomson/South-Western, 2005.
Library portalThe homepage for this course is found at: www.econ.canterbury.ac.nz/personal_pages/bob_reed/Courses/ECON_213 Weekly class assignments, data sets, related materials and additional copies of this syllabus may be downloaded from this site.
You also need to purchase an "electronic clicker". These may be obtained from the Copy Centre (Central Library, Level 2). The initial outlay for the clickers is $50, but $30 will be refunded to you at the end of the semester when you return your clicker.
Domestic fee $414.00
International fee $1,742.00
* 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 .