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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) |
| Exam |
Required first
HE2005Principles Of EconometricsIntermediate Econometrics
Unlocks
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| 930 | |||||
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| 1800 |
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
| Mon | Tue | Wed | Thu | Fri | |
|---|---|---|---|---|---|
| 830 | COMMON LEC (LEC1) 0830-1030 Thu LT8 | ||||
| 900 | |||||
| 930 | |||||
| 1000 | |||||
| 1030 | |||||
| 1100 | |||||
| 1130 | |||||
| 1200 | |||||
| 1230 | 19986 TUT (T1) 1230-1330 Thu HSSSEMRM6 | ||||
| 1300 |
