ECON4413 Applied Advanced Econometrics

6 points
(see Timetable)

If this unit does not have an online alternative, then students who are presently unable to enter Western Australia and whose studies would be delayed by an inability to complete this unit, should contact the unit coordinator (details given on this page) to ascertain, on an individual case-by-case basis, if alternate arrangements can be made to support their study in this unit.

Semester 2UWA (Perth)Face to face Predominantly face-to-face. On campus attendance required to complete this unit. May have accompanying resources online.
Details for undergraduate courses
  • Honours option in Economics [Bachelor of Commerce (Honours)]
This unit emphasises the application of econometric methods in economics. The topics depend on lecturer preferences and can vary each year. Students learn to use econometric methods in their research.
Students are able to (1) understand the econometric methodology principles and use them in research; (2) develop computational program skills to explore and analyse economic data; and (3) read and critically discuss current research papers.
Indicative assessments in this unit are as follows: (1) assignment presentation and (2) examination. Further information is available in the unit outline.

Supplementary assessment is not available in this unit.
Unit Coordinator(s)
Dr Leandro Maschietto Magnusson
Unit rules
Enrolment in the Bachelor of Commerce (Honours) (BH002) or completion of 144 points in the Bachelor of Philosophy (Honours) (BH005).

and ECON3371 Econometrics
Advisable prior study:
ECON3272 Intermediate Mathematics for Economists and ECON3372 Advanced Mathematics for Economists
Contact hours
lectures/tutorials/seminars/workshops: up to 3 hours per week

Martin, V., Hurn S. and Harris, D. 2013, Econometric Modelling with Time Series: Specification, Estimation and Testing, Cambridge University Press. (eBook option available).

Pfaff, B. 2008, Analysis of Integrated and Cointegrated Time Series with R, 2nd edition, Springer. (e-copy available from UWA library).

Enders, W. 2015, Applied Econometric Time Series, 4th edition, Wiley. (eBook option available).

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  • Unit readings, including any essential textbooks, are listed in the unit outline for each unit, one week prior the commencement of study. The unit outline will be available via the LMS and the UWA Handbook one week prior the commencement of study. Reading lists and essential textbooks are subject to change each semester. Information on essential textbooks will also be made available on the Essential Textbooks. This website is updated regularly in the lead up to semester so content may change. It is recommended that students purchase essential textbooks for convenience due to the frequency with which they will be required during the unit. A limited number of textbooks will be made available from the Library in print and will also be made available online wherever possible. Essential textbooks can be purchased from the commercial vendors to secure the best deal. The Student Guild can provide assistance on where to purchase books if required. Books can be purchased second hand at the Guild Secondhand bookshop (second floor, Guild Village), which is located on campus.