Econometric Theory

Postgraduate | 2026

Course page banner
area/catalogue icon
Area/Catalogue
ECON 6002
Course ID icon
Course ID
201874
Level of study
Level of study
Postgraduate
Unit value icon
Unit value
6
Course level icon
Course level
2
Study abroad and student exchange icon
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.
No
University-wide elective icon
University-wide elective course
No
Single course enrollment
Single course enrolment
No
alt
Note:
Course data is interim and subject to change

Course overview

This course deepens critical thinking, reasoning, and mathematical problem-solving in advanced methods, theories, and applications of contemporary econometrics.  

Topics typically include linear regression models, instrument variables (IV) estimation, generalised method of moment (GMM), maximum likelihood estimation (MLE), limited dependent variable (LDV) models, treatment effect and sample selection corrections, panel data methods, Monte Carlo simulations and bootstrap methods. The emphasis is on understanding the models and the related theories. Through the course, we will apply the theories to real-world data and interpret the estimation results from various perspectives. 

Course learning outcomes

  • Demonstrate knowledge of various advanced econometric models, estimation methods and related econometric theories
  • Apply the above theories adequately to empirical data or develop new econometric methods
  • Use specialised software to estimate econometric models using real world data
  • Collaborate with others to problem solve and present relevant research papers in the field of applied or theoretical econometrics

Prerequisite(s)

N/A

Corequisite(s)

N/A

Antirequisite(s)

N/A