Advanced Econometrics I

6 unitsSem 1In Person

Research School of Economics · ANU College of Business and Economics

About this course

The course covers advanced estimation methods in econometrics. Specific topics include: projections and ordinary least squares estimation; endogeneity; instrumental variables and two stage least squares estimation; maximum likelihood estimation of models with limited dependent variables. The course is primarily theoretical and looks at various estimators and their finite sample and asymptotic properties.

Learning outcomes

1define OLS, IV and maximum likelihood estimators mathematically;
2derive and examine finite sample and asymptotic properties of these estimators analytically;
3demonstrate an understanding of the strengths and limitations of the different estimators;
4employ linear algebra in key econometric derivations;
5apply econometric theory to concrete examples in economics.

Assessment

Weights and hurdle requirements come straight from the imported ANU record.

The assessment consists of two parts: assignments and a final exam.

Learning outcomes 1, 2, 3, 4, 5

100%

Study expectations

Study information

10 hours per week including class time

Texts and reading

See Class Summary and Wattle site

Course essentials

Academic year: 2026
Course subject: EMET
Subject name: Econometrics
Academic career: PGRD
School: Research School of Economics
College: ANU College of Business and Economics
Convener: Dr Juergen Meinecke
Delivery: In Person
Unit value: 6 units
EFTSL: 0.125
Last source update: Not listed

View the ANU course source

Fees

International fee paying students: International · 2026 · Course basis; $7,020
Student Contribution Band Code 34: Commonwealth supported · 2026; ANU contribution-band code 34
Estimated domestic fee: ≈ $4,920; Estimated from the median of 40 similar courses in the ANU College of Business and Economics. ANU's page didn't list a fee we could read, so this isn't the official fee.

Areas and attributes

Areas of interest

Econometrics