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◄Faculty of Business and Economics►

AA037006 FURTHER ECONOMETRICS
4 Credits

Learning Outcomes At the end of the course, students are able to:
(1) Specify econometric techniques that are appropriate for
different types of data structure;
(2) Evaluate appropriate panel data approaches to the
analysis of panel data;
(3) Identify econometric models based on economic theory;
and
(4) Appraise findings of econometric techniques applied to
real-world data.

Synopsis of Course This course is designed to train students in advanced
Contents econometric applications with a focus on autoregressive
distributed lag (ARDL) models, cointegration, and panel data
modeling. Students will be exposed to several econometric
methods, and are required to read journal articles in the
relevant areas on applications of these methods. Topics such
as short- and long-term multipliers, short- and long-run
relationships, fixed and random effects panels, panel unit root
tests, non-stationarity panel, and diagnostic tests are covered
in the course. Students will learn to communicate the findings
from applications of the techniques to real-world data.

Assessment Weightage Continuous Assessment: 60%
Final Examination: 40%

Medium of Instruction English

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