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Computational Statistics and Econometric Modelling - ECON4308
 Students in courtyard

   
   
 
Course Outline: ECON4308 Course Outline
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisites: ECON3203 or ECON4207
 
 
Equivalent: ECON6308
 
 
CSS Contribution Charge:Band 3 (more info)
 
   
 
Further Information: See Class Timetable
 
  

Description

The purpose of this course is to introduce computationally intensive statistical and econometric methods to carry out inference – estimation, hypothesis testing, confidence intervals and prediction – for complex models used in the Social Sciences. The course will provide an introduction to Bayesian inference using Markov Chain Monte Carlo simulation, simulated methods of moments estimation, and bootstrap methods. Examples and case studies of the application of the methodology will also be provided.


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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.