23932 Econometrics 3
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Subject handbook information prior to 2024 is available in the Archives.
Credit points: 6 cp
Subject level:
Postgraduate
Result type: Grade and marksThere 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)
| 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 |
| Criteria: | *Note: Late submission of the assessment task will not be marked and awarded a mark of zero. |
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.