This unit provides a rigorous treatment of linear regression analysis and related methods, including estimation by instrumental variables. It is designed for students who have taken an introductory course 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.
|Unit name||Econometric Models and Methods|
|Semester 1, 2022|
|Attendance mode||Normal day|
|ECMT2110 or ECMT2010 or ECMT2160|
|Available to study abroad and exchange students||
Teaching staff and contact details
|Coordinator||Brendan Beare, firstname.lastname@example.org|