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

• Study resources

  • Instructional methods

    • Standard Media
    • Web links
    • Embedded Multimedia
    • Podcasting/Lecture capture
    • Online Quizzes/Tests
    • Audio/Video conferencing
    • Chat Rooms
    • Online assignment submission
    • Discussion forum/Discussion Board

  • Online materials

    • Online Assessment
    • Printable format materials
    • Resources and Links

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

Core

• CUR-FIA-GCE-2019

Special requirements

No special 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.

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Find out more about the Academic Integrity module.

• Project (50%)
• Case study (50%)