Applied Econometrics

Undergraduate | 2026

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Area/Catalogue
ECON 3002
Course ID icon
Course ID
200322
Level of study
Level of study
Undergraduate
Unit value icon
Unit value
6
Course level icon
Course level
3
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Inbound study abroad and exchange
Inbound study abroad and exchange
The fee you pay will depend on the number and type of courses you study.
Yes
University-wide elective icon
University-wide elective course
Yes
Single course enrollment
Single course enrolment
Yes
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Note:
Course data is interim and subject to change

Course overview

This course deepens the critical thinking and mathematical reasoning in economics to cover the estimation, inference, and identification of linear regression models to apply to real-world problems, and estimation results. The first part of the course includes a review on statistics and an introduction to large sample theory. The second part of the course focuses on issues in linear regressions including model misspecification, measurement errors, and endogenous regressors. Topics include instrumental variable regressions and panel data. The course will use specialised software for econometric and statistical analysis.

  • Review Of Statistics And Probability
  • Linear Regression Estimators
  • Nonlinear Regression Estimators
  • Panel And Cross-Sectional Estimators

Course learning outcomes

  • Explain econometric concepts and results intuitively
  • Proficiently use specialised software for econometric and statistical analysis
  • Conduct independent data analysis and inquiry using the tools of statistics and econometrics
  • Interpret the results of the analysis and effectively communicate both findings and any identified shortcomings

Prerequisite(s)

N/A

Corequisite(s)

N/A

Antirequisite(s)

N/A