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ModsHE4903

Advanced Econometrics

Current offering — AY2025/2026 Semester 2

Based on HE3021 Intermediate Econometrics, this course provides you with a theoretical foundation on econometric methods widely used in empirical studies and their applications. The approa ches and models introd uced to you will have both theoretical rigor and empirical relevance. Topics covered include asymptotic theory, large sample properties of OLS, IV, GM M, heteroskedasticity, limited dependent variable models and panel data models.

AUs4.0 AUs
Grade Type
PrerequisiteHE3021, HE3621, HE3003
Not Available To Programme
Not Available To All Programme With
Not Available As BDE/UE To Programme
Not Available As Core To Programme
Not Available As PE To Programme
Mutually Exclusive WithHE4021
Not Offered As BDE
Not Offered As Unrestricted Elective
Exam

Total hours per week: 3 hrs

Available Indexes

MonTueWedThuFri
930
1000
1030
1100
1130
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1300
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1700
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1800

Other offerings

AY24/25
Semester 1Semester 2Sp. Term
AY23/24
Semester 1Semester 2Sp. Term
AY22/23
Semester 1Semester 2Sp. Term

Other Relevant Mods