| Unit name | Advanced Econometric Theory (QM6) |
|---|---|
| Unit code | ECON30392 |
| Credit points | 20 |
| Level of study | H/6 |
| Teaching block(s) |
Teaching Block 4 (weeks 1-24) |
| Unit director | Dr. Sahay |
| Open unit status | Not open |
| Pre-requisites |
50% in Foundations of Econometric Theory (QM5) ECON21356 |
| Co-requisites |
None |
| School/department | School of Economics |
| Faculty | Faculty of Social Sciences and Law |
Four specialised topics in econometric theory will be discussed. The first part will examine estimation and hypothesis testing in discrete choice and limited dependent variable models. Second and third parts consist of instrumental variable estimation and Bayesian inference in econometrics respectively. The fourth part is concerned with general testing procedures based on the principle of maximum likelihood. This provides an advanced treatment of standard econometric testing principles.
