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This course teaches advanced skills in practical econometrics. Our coverage will include the following topics: OLS, FGLS, robust standard errors, panel data, Stata programming, writing .do files, Monte Carlo experiments, bootstrapping, model selection, and exercises in data cleaning. While the course will present some theory, the emphasis in this class is on doing. A distinctive characteristic of the class is that we will illustrate key concepts using computer simulations so that students can "see" the practical consequences of the issues they are studying.
This course will provide students with an opportunity to develop the Graduate Attributes specified below:
Critically competent in a core academic discipline of their award
Students know and can critically evaluate and, where applicable, apply this knowledge to topics/issues within their majoring subject.
Employable, innovative and enterprising
Students will develop key skills and attributes sought by employers that can be used in a range of applications.
(1) ECON213 or STAT202; and (2) MATH102 or MATH199
Students must attend one activity from each section.
Bob Reed
Domestic fee $946.00
International fee $4,363.00
* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.
For further information see Department of Economics and Finance .