Subject Code: ECON 939 Subject Name: Quantitative Economic Analysis Session: Autumn Year: 2010
Day: Time: Location: Sunday 6-10 PM NA
Lecturer’s Name: Building & Office No: E-mail Address:
DR. ABDELLATIF TCHANTCHANE Block 15 Office 101 Tchanlatif@uowdubai.ac.ae SUNDAY 14:30 – 16:30 WEDNESDAY 16:30-20:30 THURSDAY 14:30 – 18:30 ( 4 HOURS) DR. ABDELLATIF TCHANTCHANE
D Khorshed Chowdhury Khorshed@uow.edu.au
Consultation Days and Times:
Subject Coordinator: Academic Program Director:
1 SUBJECT DESCRIPTION
The aim of the subject is to equip students with a conceptual understanding of econometrics and its methodology. Specification, estimation and use of linear regression models will be discussed. Data relating to the UAE and other countries will be used to familiarise students with relevant and important aspects of the course’s content. The course is divided into three main components. After a review of the underlying statistical theory, Classical Linear Regression Models will be discussed in-depth. This will include specification, estimation and evaluation of simple and multiple regression models. The second component deals with situations where the assumptions underlying the Classical Linear Regression Models are violated. Specifically, the course will cover problems of multicollinearity, heteroscedasticity and autocorrelation. The final component deals with more advanced topics such as distributed lag models, unit root testing and forecasting using regression and time-series models.
Subject Outline Template F-ACD-DB-01.04.03 V9 16 Sep 09
ECON 939 Quantitative Economic Analysis
2 LEARNING OUTCOMES
A student competing this course would be in a position to: 1. _ Appreciate the importance and usefulness of quantitative analysis and techniques in applied economic research. 2. _ Critically analyse economic phenomena using econometric modelling 3. _... [continues]
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