This course builds on the earlier Principles of Econometrics by considering further inferential issues related to the multiple regression model. In addition, dynamic economic models are discussed and are shown to represent many economic relationships. Topics covered include heteroskedasticity, autocorrelation, multicollinearity, omission of relevant variables, inclusion of irrelevant variables; selecting the set of regressors, autoregressive and distributed lag models.
| AUs | 4.0 AUs |
| Grade Type | |
| Prerequisite | HE191 (Not Applicable to ECON), HE204B, AB106 (Not Applicable to ECON), HE101 (Not Applicable to ECON), HE204A (Min Grade :A), HE2005, HE9091 (Not Applicable to ECON), AB0901 (Not Applicable to ECON), HE2004 (Min Grade :A), HE1001 (Not Applicable to ECON), HE2004 (Min Grade :A) (Applicable to MAEC), HE2005 (Applicable to MAEC) |
| Not Available To Programme | |
| Not Available To All Programme With | (Admyr 2011-onwards) |
| Not Available As BDE/UE To Programme | |
| Not Available As Core To Programme | |
| Not Available As PE To Programme | |
| Mutually Exclusive With | HE3021 |
| Not Offered As BDE | |
| Not Offered As Unrestricted Elective | |
| Exam |
Available Indexes
| Mon | Tue | Wed | Thu | Fri | |
|---|---|---|---|---|---|
| 930 | |||||
| 1000 | |||||
| 1030 | |||||
| 1100 | |||||
| 1130 | |||||
| 1200 | |||||
| 1230 | |||||
| 1300 | |||||
| 1330 | |||||
| 1400 | |||||
| 1430 | |||||
| 1500 | |||||
| 1530 | |||||
| 1600 | |||||
| 1630 | |||||
| 1700 | |||||
| 1730 | |||||
| 1800 |
Other offerings
Other Relevant Mods
HE0201
The Singapore Economy
HE322
Econometric Modeling & Forecasting
HE403
Advanced International Finance
HE1004
Introduction To Statistical Theory & Methods
HE1005
Introduction To Probability & Statistical Inference
HE2001
Intermediate Microeconomics
HE2002
Intermediate Macroeconomics
HE2011
Labour Economics & Labour Relations
HE2013
International Trade