Research School of Economics · ANU College of Business and Economics
The course studies important extensions of the linear regression model. Topics include: endogeneity, binary dependent variables, time series regressions and panel data estimation. This is a hand-on course with a focus on applications in economics as well as business. A standard statistical software will be used during computer sessions, no special programming skills are required.
Assignments
Learning outcomes 1, 2, 3, 4, 5, 6
Final Exam
Learning outcomes 1, 2, 3, 4, 5, 6
Student taking this course are expected to commit at least 10 hours per week - consisting of 2 hours of lectures, a 1 hour computer tutorial and 7 hours of private study.
Introduction to Econometrics, Global Edition, by J. H. Stock and M. W. Watson.