ECON615-20S1 (C) Semester One 2020

Econometrics II-600

15 points

Details:
Start Date: Monday, 17 February 2020
End Date: Sunday, 21 June 2020
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 28 February 2020
  • Without academic penalty (including no fee refund): Friday, 29 May 2020

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.

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%
Project 15%
STATA Programming test 5%
Term test 30%

Indicative Fees

Domestic fee $982.00

* 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

  • ECON615-20S1 (C) Semester One 2020