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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.
(1) ECON213 or STAT202; and (2) MATH102 or MATH199
Please note that the 2026 timetable has not been finalised.
Scheduled days and times will be confirmed, following review, on 15th October.
Students must attend one activity from each section.
Domestic fee $1,003.00
International fee $4,538.00
* 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 .