Yearbooks

Applied econometrics 810


 
Modulekode LEK 810
Kwalifikasie Postgraduate
Fakulteit Faculty of Natural and Agricultural Sciences
Module-inhoud

Econometrics. Linear regression: assumptions of the linear regression model, OLS estimators and properties, hypothesis testing (single and multiple restrictions), forecasting, dummy variables. Violations of the linear model assumptions: multi-colinearity, heteroscedasticity, serial correlation and distributed lag models, (GLS estimators). Advanced topics: Quantitative response models (logit, tobit and probit analysis) co-integration, instrumental variables and 2-stage least squares.

Modulekrediete 15.00
Prerequisites No prerequisite.
Contact time 1 lecture per week, 1 practical per week
Language of tuition Module is presented in English
Department Agricultural Economics Extension and Rural Develo
Period of presentation Semester 1 or Semester 2

Die inligting wat hier verskyn, is onderhewig aan verandering en kan na die publikasie van hierdie inligting gewysig word.. Die Algemene Regulasies (G Regulasies) is op alle fakulteite van die Universiteit van Pretoria van toepassing. Dit word vereis dat elke student volkome vertroud met hierdie regulasies sowel as met die inligting vervat in die Algemene Reëls sal wees. Onkunde betrefffende hierdie regulasies en reels sal nie as ‘n verskoning by oortreding daarvan aangebied kan word nie.

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