Advanced Applied Econometrics (ECON6300)
Information valid for Semester 1, 2024
Course level
Postgraduate Coursework
Faculty
School
Economics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
2 Lecture hours
2 Practical or Laboratory hours
Incompatible
EC443
Prerequisite
ECON3300 or 3310 or 3350 or 3360
Recommended prerequisite
ECON2050
Course enquiries
Current course offerings
Course offerings | Location | Mode | Course Profile |
Semester 1, 2024 (19/02/2024 - 15/06/2024) | St Lucia | In Person | Course Profile |
Please Note: Course profiles marked as not available may still be in development.
Course description
Introduces advanced tools used in modern applied econometrics. Topics include multivariate time series models (eg VAR, ECM) & discrete & limited dependent variable models (eg multinominial logit). Alternative estimation frameworks are also discussed (eg Bayesian econometrics, GMM). Problems & exercises are solved using software packages such as SHAZAM.