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Unit of study_

ECMT3110: Econometric Models and Methods

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.

Code ECMT3110
Academic unit Economics
Credit points 6
Prerequisites:
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ECMT2110 or ECMT2010 or ECMT2160
Corequisites:
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None
Prohibitions:
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ECMT3010

At the completion of this unit, you should be able to:

  • LO1. Conceptualize linear regression in terms of orthogonal projection in Euclidean space.
  • LO2. Understand the key statistical properties of linear regression.
  • LO3. Understand how instrumental variables may be used to estimate linear relationships in the presence of endogeneity.
  • LO4. Study and implement linear econometric methods using MATLAB.

Unit outlines

Unit outlines will be available 1 week before the first day of teaching for the relevant session.