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MAE901 - Advanced Econometrics

Year:	2023 unit information
Enrolment modes:	Trimester 2: Burwood (Melbourne)
Credit point(s):	1
EFTSL value:	0.125
Unit Chair:	Trimester 2: Mehmet Ulubasoglu
Previously:	Econometric Theory
Cohort rule:	Must be enrolled in M800 or M900.
Prerequisite:	Nil.
Corequisite:	Nil
Incompatible with:	MAE723, MAF723
Typical study commitment:	Students will on average spend 150 hours over the teaching period undertaking the teaching, learning and assessment activities for this unit.
Scheduled learning activities - campus:	1 x 2 hour class per week

Content

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 modelling and time series analysis.

ULO	These are the Learning Outcomes (ULO) for this unit. At the completion of this unit, successful students can:	Deakin Graduate Learning Outcomes
ULO1	Use econometric software for your empirical research.	GLO1: Discipline-specific knowledge and capabilities GLO3: Digital literacy
ULO2	Critically evaluate standard and advanced econometric methods.	GLO1: Discipline-specific knowledge and capabilities GLO4: Critical thinking
ULO3	Choose and apply an econometric method(s) to your specific research question.	GLO1: Discipline-specific knowledge and capabilities GLO5: Problem solving

Assessment

Assessment Description	Student output	Grading and weighting (% total mark for unit)	Indicative due week
Assessment 1: (Individual) Problem Sets	approx. 1000 words	15%	Information not yet available
Assessment 2: (Individual) Problem Sets	approx. 2000 words	25%	Information not yet available
End-of-unit assessment task: Written response task	3 hours	60%	End-of-unit assessment period

The assessment due weeks provided may change. The Unit Chair will clarify the exact assessment requirements, including the due date, at the start of the teaching period.

Hurdle requirement

Hurdle requirement: Achieve at least 50% of the marks available on the end-of-unit assessment task to evidence a minimum proficiency in the aligned discipline learning outcomes included in this unit.???

Learning Resource

The texts and reading list for the unit can be found on the University Library via the link below: MAE901 Note: Select the relevant trimester reading list. Please note that a future teaching period's reading list may not be available until a month prior to the start of that teaching period so you may wish to use the relevant trimester's prior year reading list as a guide only.

Unit Fee Information

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