ECON4413 Applied Advanced Econometrics

Credit
6 points
Offering
(see Timetable)
AvailabilityLocationMode
Semester 2UWA (Perth)Face to face
Details for undergraduate courses
  • Honours option in Economics [Bachelor of Commerce (Honours)]
Content
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.
Outcomes
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.
Assessment
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
Prerequisites:
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
Unit Outline
Semester 1_2019 [SEM-1_2019]
Texts

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).

  • The availability of units in Semester 1, 2, etc. was correct at the time of publication but may be subject to change.
  • All students are responsible for identifying when they need assistance to improve their academic learning, research, English language and numeracy skills; seeking out the services and resources available to help them; and applying what they learn. Students are encouraged to register for free online support through GETSmart; to help themselves to the extensive range of resources on UWA's STUDYSmarter website; and to participate in WRITESmart and (ma+hs)Smart drop-ins and workshops.
  • Books and other material wherever listed may be subject to change. Book lists relating to 'Preliminary reading', 'Recommended reading' and 'Textbooks' are, in most cases, available at the University Co-operative Bookshop (from early January) and appropriate administrative offices for students to consult. Where texts are listed in the unit description above, an asterisk (*) indicates that the book is available in paperback.