MAE901 - Advanced Econometrics

Year: 2019 unit information
Enrolment modes: Trimester 1: Burwood (Melbourne)
Credit point(s): 1
EFTSL value:


Cohort rule:

Must be enrolled in M800 or M900.

Unit chair:

Wenying Yao



Corequisite: Nil
Incompatible with:

MAE723, MAF723

Contact hours:

1 x 3 hour class each week


This course uses a wide variety of econometric tools based on statistics and mathematics to analyse economic and financial concepts. This course provides the techniques required to quantify the strength and form of relationships among variables of interest, and the strategies needed in order to use these techniques effectively. More specifically this course covers the theory of classical linear regression model, and other estimation methods including IV, GMM and maximum likelihood. The second half of this course will focus on special topic in micro-econometric modeling and time series analysis.


Assessment 1 (Individual) - problem sets (approx. 1000 words) - 15%

Assessment 2 (Individual) - problem sets ( approx. 2000 words)- 25%

Examination (three hours) - 60%

Hurdle requirement: Achieve at least 50% of the marks available on the examination.

Unit Fee Information

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