University of Sydney Handbooks - 2021 Archive

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Econometrics

Unit outlines will be available through Find a unit outline two weeks before the first day of teaching for 1000-level and 5000-level units, or one week before the first day of teaching for all other units.
 

Unit of study Credit points A: Assumed knowledge P: Prerequisites C: Corequisites N: Prohibition Session

Econometrics

Major

A major in Econometrics requires 48 credit points from this table including:
(i) 12 credit points of 1000-level units
(ii) 12 credit points of 2000-level units
(iii) 18 credit points of 3000-level selective units
(iv) 6 credit points of Interdisciplinary Project units

Minor

A minor in Econometrics requires 36 credit points from this table including:
(i) 12 credit points of 1000-level units
(ii) 12 credit points of 2000-level units
(iii) 12 credit points of 3000-level selective units

1000-level units of study

ECMT1010
Introduction to Economic Statistics
6    A Students enrolled in this unit have an assumed knowledge equal to or exceeding 70 or higher in HSC Mathematics (or equivalent), or 35 or higher in HSC Mathematics Extension 1 (or equivalent), or 35 or higher in HSC Mathematics Extension 2 (or equivalent).
N ECMT1011 or ECMT1012 or ECMT1013 or MATH1015 or MATH1005 or MATH1905 or STAT1021 or ECOF1010 or BUSS1020 or ENVX1001 or DATA1001
Intensive February
Semester 1
Semester 2
ECMT1020
Introduction to Econometrics
6    A Students enrolled in this unit have an assumed knowledge equal to or exceeding 70 or higher in HSC Mathematics (or equivalent), or 35 or higher in HSC Mathematics Extension 1 (or equivalent), or 35 or higher in HSC Mathematics Extension 2 (or equivalent).
P ECMT1010 or ECOF1010 or BUSS1020 or MATH1905 or MATH1005 or MATH1015 or DATA1001 or DATA1901
N ECMT1001 or ECMT1002 or ECMT1003 or ECMT1021 or ECMT1022 or ECMT1023


Other than in exceptional circumstances, it is strongly recommended that students do not undertake Introduction to Econometrics before attempting Introduction to Economic Statistics.
Semester 1
Semester 2

2000-level units of study

Students choose between ECMT2150 and ECMT2950 as appropriate.
ECMT2150
Intermediate Econometrics
6    P (ECMT1010 or MATH1905 or MATH1005 or MATH1015 or DATA1001 or DATA1901 or ENVX1002) and (ECMT1020 or MATH1002 or MATH1902 or DATA1002 or DATA1903) or (BUSS1020)
N ECMT2110 or ECMT2950
Semester 1
Semester 2
or
ECMT2950
Intermediate Econometrics - Advanced
6    P (A minimum of 65% in (ECMT1010 or MATH1905 or MATH1005 or MATH1015 or DATA1001 or DATA1901 or ENVX1002)) and (a minimum of 65% in (ECMT1020 or MATH1002 or MATH1902 or DATA1002 or DATA1903)) or (a minimum of 65% in BUSS1020)
N ECMT2110 or ECMT2150
Semester 1
ECMT2160
Econometric Analysis
6    P ECMT2150 or ECMT2950 or ECMT2110
Semester 2

3000-level units of study

ECMT3110
Econometric Models and Methods
6    P ECMT2110 or ECMT2010 or ECMT2160
N ECMT3010
Semester 1
ECMT3120
Applied Econometrics
6    P ECMT3110 or ECMT3010 or (ECMT2150 and ECMT2160)
N ECMT3020
Semester 2
ECMT3130
Forecasting for Economics and Business
6    P ECMT2010 or ECMT2110 or ECMT2030 or ECMT2130 or ECMT2160
N ECMT3030
Semester 2
ECMT3150
The Econometrics of Financial Markets
6    P ECMT2010 or ECMT2110 or ECMT2030 or ECMT2130 or ECMT2160
N ECMT3050
Semester 1
ECMT3160
Statistical Modelling
6    P ECMT2150 or ECMT2950 or ECMT2110 or ECMT2010
N ECMT3620 or ECMT3720 or ECMT3210
Semester 1
ECMT3170
Computational Econometrics

This unit of study is not available in 2021

6    P ECMT2160 or ECMT2110
Semester 1
ECMT3185
Econometrics of Machine Learning
6    P ECMT2150 and ECMT2160
N QBUS3820
Semester 2
ECOS3903
Applied Microeconometrics
6    P A minimum of ((65% in ECOS2901) or (75% in ECOS2001)) and 65% in (ECMT2150 or ECMT2950 or ECMT2160)

Note: Department permission required for enrolment

Semester 1
ECOS3904
Applied Macroeconometrics
6    P A minimum of ((65% in ECOS2902) or (75% in ECOS2002)) and 65% in (ECMT2130 or ECMT2150 or ECMT2950 or ECMT2160)

Note: Department permission required for enrolment

Semester 2

Interdisciplinary project unit of study

If you are completing two majors and both of your majors are from the Faculty of Arts and Social Sciences, please select the Interdisciplinary Impact unit of study for your first major, and the Industry and Community Project unit of study for your second major.
If you are completing two majors but only one of your majors is from the Faculty of Arts and Social Sciences, please select the Interdisciplinary Impact unit of study for that major.
If you are completing one major only and that major is from the Faculty of Arts and Social Sciences, please select the Interdisciplinary Impact unit of study for your major.
ECMT3997
Interdisciplinary Impact in Econometrics
6    P ((ECMT2150 or ECMT2950) and ECMT2160) or (ECOS2901 and (ECMT2150 or ECMT2950))
N ECOS3903
Semester 2
ECOS3997
Interdisciplinary Impact in Economics
6    P 12 credit points at 2000 level from one of the following majors: Economics; Econometrics; Financial Economics; Environmental, Agricultural & Resource Economics
Intensive February
Semester 1
Semester 2
ECON3998
Industry and Community Project
6    C Interdisciplinary Impact in any major.
Intensive February
Intensive July
Semester 1
Semester 2