ECOM30002 Econometrics Notes | Assignment Help | Syllabus
University: University Of Melbourne
“The multiple regression model’s extensions are investigated. Nonlinear least squares, maximum likelihood estimation and associated testing methods, generalised least squares, heteroskedasticity, autocorrelation, and models with stochastic regressors are only a few of the topics covered. Models with a limited dependent variable and panel data, as well as problems with time-series data, are discussed. Applied examples are used to demonstrate theoretical ideas.
Learning outcomes that are expected
LO1: Describe how instrumental factors may be used to solve different difficulties in the interpretation of causal estimates in regression.
LO2: Estimate and infer linear regression models using panel data using least squares techniques.
LO3: Estimate, infer, and evaluate single and multiple equation models for stationary and non-stationary time series data using least squares.
LO4: In these circumstances, derive, simulate, and evaluate statistical characteristics of least squares estimators.
Skills that are universal
Problem solving, statistical reasoning, application of theory to practice, interpretation and analysis, assessment of data and other information, and use of computer software are all at a high degree of development.
Written communication, collaborative learning, teamwork, critical thinking, and synthesis of data and other information are all at a moderate degree of development.
Accessing data and other information from a variety of sources at some degree of development.”
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