This subject covers both the theoretical and practical aspects of complex dynamic econometric models that are used in the industry, governments, and academia. The study of advanced econometrics introduces the concept of stochastic theory, which allows students to fully understand the dynamic properties of complex models featuring nonlinearities, time-varying parameters and latent variables. Students will also examine advanced estimation theory which allows the use of state-of-the-art models to analyse data.

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Applied Econometrics

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EC3314 - Applied Econometrics

Compare and contrast advanced econometric theories and methodological approaches

Correctly interpret the results of an appropriately specified econometric analysis

Select an econometric model/specification appropriate to the research question and available data