University Course Planner The University of Adelaide Australia

ECON 7202 - Advanced Econometrics V

Career: Postgraduate Coursework
Units: 3
Term: Semester 2
Campus: North Terrace
Contact: Up to 4 hours per week
Available for Study Abroad and Exchange: Yes
Available for Non-Award Study: Yes
Pre-Requisite: A minimum of a Credit in ECON 3502 or ECON 7001 or ECON 7204 or equivalent.
Assumed Knowledge: Basic matrix algebra, basic Matlab and STATA
Assessment: Typically homework & final exam; sometimes paper and presentations

In this course we study advanced micro and time series econometrics topics that are not covered in Econometrics IV and Advanced Time Series Econometrics IV or those topics discussed in these two courses in more detail. Topics can include bootstrap, generalized method of moment (GMM), empirical likelihood (EL), instrument variables (IV) estimation, maximum likelihood estimation (MLE), panel data methods (basic models, dynamic panel model, panel model with limited dependent variable), limited dependent variable models, sample selection corrections, duration model, autoregressive conditional heteroscedasticity (ARCH), generalized ARCH (GARCH), Kalman filter, regime switching model, stochastic calculus, diffusion models, and financial economics.

Course Fees

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Student Status


What type of place are you studying in

Commonwealth supported
Full fee paying

Study Level

Postgraduate Coursework
Non Award

Program of Study

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


Course Outline

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Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
Semester 2 Mon 09/08/2021 Wed 18/08/2021 Fri 17/09/2021 Fri 29/10/2021

Class Details

No classes available.