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ECON333: Econometric Methods |
The purpose of this unit is to extend econometric techniques and theory beyond the ideal world of the classical linear regression model. It introduces various econometric methods and their properties to analyse more realistic economic phenomena where some of the classical assumptions are most likely to be violated. The topics include binary-choice models; multi-response models, maximum likelihood estimation, matrix algebra, unit-root and cointegration tests, GLS estimation, SUR models; consistent estimators, and models for panel data.
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