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Crawford School of Public Policy · ANU College of Law, Governance and Policy
This course is available for on-campus & remote (online) learning. All students participate in interactive, real-time classes. This course introduces students to the techniques of econometrics. The emphasis is on the essential ideas and applications of econometric methods, with the material derived using a mixture of rigour and intuition. The course covers appropriate tools for cross-sectional (observations on several economic units - usually countries, firms or households - at a single point in time), time series (observations for one economic unit over time), and panel (observations for multiple units followed through time) datasets. It starts with the linear regression model and then moves to introductions of micro-econometric and macro-econometric techniques.
Quiz 1
Learning outcomes 1, 2, 3, 4
Quiz 2
Learning outcomes 1, 2, 3, 4
Group assignment 1
Learning outcomes 1, 2, 3, 4, 5
Group assignment 2
Learning outcomes 1, 2, 3, 4, 5
Group presentations
Learning outcomes 1, 2, 3, 4, 5
Final exam (3 hours)
Learning outcomes 1, 2, 3, 4, 5
The standard workload for a 6 unit course is 120 hours including class time and independent study.
Verbeek, M., 2017. A Guide to Modern Econometrics, Wiley, 5th ed. Wooldridge, J., 2019. Introductory Econometrics: A Modern Approach, South-Western, 7th ed. Some students prefer Wooldridge’s lengthier explanations and examples while others like the Verbeek textbook for being concise, precise, and technical. The combination is recommended though it would be fine if you just want to read one textbook. The lecture notes follow the Verbeek text. Preliminary Reading Angrist and Pischke, 2011. Mostly Harmless Econometrics, Princeton University Press.