MAE901 - Advanced Econometrics
|Year||2016 unit information|
|Enrolment modes:||Trimester 1: Burwood (Melbourne)|
Must be enrolled in M800 or M900.
MAE406, MAE723, MAF723
1 x 2 hour seminar each week
Econometrics is a set of research tools based on statistics and mathematics and it helps to analyse economic and financial concepts using real world data. There are other applications of econometric techniques in other related disciplines. The course will cover various applied econometric topics. The main focus will be on learning some extensions to the linear regression model, estimating treatment effects and dealing with selection issues. Selected readings on each of these topics will be provided to students. The unit provides a bridge to advanced research.
Assessment 1 (Individual) - Problem sets - 40%
Assessment 2 (Individual) - Oral presentation - 20%
Assessment 3 (Individual) - Paper replication exercise (4000 words) - 40%