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23932 Econometrics 3

Warning: The information on this page is indicative. The subject outline for a particular session, location and mode of offering is the authoritative source of all information about the subject for that offering. Required texts, recommended texts and references in particular are likely to change. Students will be provided with a subject outline once they enrol in the subject.

Subject handbook information prior to 2020 is available in the Archives.

UTS: Business: Economics
Credit points: 6 cp
Result type: Grade and marks

There are course requisites for this subject. See access conditions.

Description

This subject provides the advanced econometrics and its empirical application at the PhD level.

Subject learning objectives (SLOs)

Upon successful completion of this subject students should be able to:
1. Apply advanced econometric techniques to address identification issue of causal relationship when analysing experimental and non-experimental data
2. Apply methods for non-parametric/semi-parametric estimations and structural models
3. Develop a knowledge-base to critically assess and successfully write empirical papers

Contribution to the development of graduate attributes

This subject covers advanced econometric techniques to address identification issue of causal relationship when analysing experimental and non-experimental data (analysis of randomized control trials; instrumental variables; differences in differences approach) and heterogeneity in effect. Empirical papers will serve as examples. Applications will include topics in labour economics, economics of education, and others.

Teaching and learning strategies

The subject will be taught using a combination of lectures and tutorials, which may include computer lab sessions.

Content (topics)

  • Identification
  • Advanced topics to address identification issue of causal relationship when analysing experimental and non-experimental data
  • Limited dependent variables models
  • Non-parametric and semi-parametric methods
  • Structural econometrics, including using expectations data

Assessment

Assessment task 1: Report (Individual)

Objective(s):

This addresses subject learning objective(s):

1, 2 and 3

Groupwork: Individual
Weight: 25%
Length:

Between 1000-2000 words

Assessment task 2: Presentation (Individual)

Objective(s):

This addresses subject learning objective(s):

1, 2 and 3

Groupwork: Individual
Weight: 35%
Length:

20 minutes each

Assessment task 3: Research Proposal (Individual)

Objective(s):

This addresses subject learning objective(s):

1, 2 and 3

Groupwork: Individual
Weight: 40%
Length:

Approximately 2,500 words

Minimum requirements

Students must achieve at least 50% of the subject’s total marks.

Recommended texts

There is no required textbook in this course. Students will read selected chapters from books listed on References. The details will be provided by the instructor.

Other resources

A list of additional readings will be provided during the course.