This unit provides an advanced treatment of linear regression analysis and related methods, including estimation by instrumental variables. It is suitable for students who have taken an introductory unit on linear regression and have had prior exposure to matrix algebra and relevant numerical software. Finite sample and asymptotic properties of linear regression are developed and discussed. Numerical software is used to implement and illustrate tools and concepts.
|ECMT2110 or ECMT2010 or ECMT2160|
At the completion of this unit, you should be able to:
Unit outlines will be available 1 week before the first day of teaching for the relevant session.