This unit extends methods of estimation and testing developed in association with regression analysis to cover econometric models involving special aspects of behaviour and of data. In particular, motivating examples are drawn from dynamic models, panel data and simultaneous equation models. In order to provide the statistical tools to be able to compare alternative methods of estimation and testing, both small sample and asymptotic properties are developed and discussed.
|Unit name||Econometric Models and Methods|
|Semester 1, 2020|
|Attendance mode||Normal day|
|ECMT2110 or ECMT2010 or ECMT2160|
|Available to study abroad and exchange students||
Teaching staff and contact details
|Coordinator||Brendan Beare, email@example.com|