Econometric Theory and Application

• • Statistics and Probability Review
  • Classical Linear Regression and Least Squares (LS) Estimation
  • Multivariate Linear Regression Model
  • Properties of LS Estimator; Statistical Inferences and Hypothesis Testing
  • Heteroskedasticity, Autocorrelation
  • Diagnostic Testing
  • Simultaneous equation models,
  • Time-series analysis
  • Volatility modelling
  • Discrete-choice models

In order to enrol in this subject, you must be accepted into one of the following degrees:

Additional requirements

No additional requirements

The subject starts with a brief review of statistics and probability theories. It then discusses the theory of linear regression analysis.The second part of the subject will be devoted to applied topics in econometrics, including: simultaneous equation models, qualitative and limited dependent variable models, and selected time-series data analysis methods. The practical uses of the techniques introduced in the subject are demonstrated through their applications to the analysis of economic/financial data in laboratory classes.

Please Note: If it’s your first time studying a Curtin University subject you’ll need to complete their compulsory ‘Academic Integrity Program’. It only takes two hours to complete online, and provides you with vital information about studying with Curtin University. The Academic Integrity Program is compulsory, so if it’s not completed your subject grades will be withheld.

Find out more about the Academic Integrity module.

• Project (50%)
• Case study (50%)