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, generalized 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.
- Regression And Casual Inference
- Advanced Estimation Methods
- Modelling Discrete Choices And Longitudinal Data
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
Availability
Class details
Adelaide City Campus East
Class number 21002
Section WS01
Size 25
Available 25
Fee calculator
To display course fees, please select your status and program below:
We’re updating this Fee Calculator. It currently shows fees for programs only. Please check the relevant program for full fee details.
Study Abroad student tuition fees are available here.
Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.
The Student Contribution amount displayed below is for students commencing a new program from 2021 onwards. If you are continuing in a program you commenced prior to 1 January 2021, or are commencing an Honours degree relating to an undergraduate degree you commenced prior to 1 January 2021, you may be charged a different Student Contribution amount from the amount displayed below. Please check the Student Contribution bands for continuing students here. If you are an international student, or a domestic student studying in a full fee paying place, and are continuing study that you commenced in 2025 or earlier, your fees will be available here before enrolments open for 2026.