ECON615-25S1 (C) Semester One 2025

Econometrics II-600

15 points

Details:
Start Date: Monday, 17 February 2025
End Date: Sunday, 22 June 2025
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 2 March 2025
  • Without academic penalty (including no fee refund): Sunday, 11 May 2025

Description

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. Students will develop their own Monte Carlo experiments to investigate econometric questions.

Prerequisites

Subject to approval of the Head of Department.

Restrictions

Timetable 2025

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Monday 09:00 - 10:00 Rehua 008 Computer Lab
17 Feb - 6 Apr
28 Apr - 1 Jun
Lecture B
Activity Day Time Location Weeks
01 Wednesday 09:00 - 11:00 Rehua 008 Computer Lab
17 Feb - 6 Apr
28 Apr - 1 Jun

Course Coordinator

Bob Reed

Assessment

Assessment Due Date Percentage 
Weekly Assignments 15%
Final exam 35%
STATA Programming test 14 Mar 2022 5%
Term test 06 May 2022 30%
Project 03 Jun 2022 15%

Indicative Fees

Domestic fee $1,130.00

* 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 .

All ECON615 Occurrences

  • ECON615-25S1 (C) Semester One 2025