ETX5651 Foundations of econometrics

This unit provides a rigorous treatment of core methods of econometric inference and computation. While you are encouraged to look at every problem from several views (informal, algebraic, geometric, etc.), a large emphasis is placed on constructing formal arguments, and the importance of clear notation, definitions, assumptions and deductive arguments is emphasised. Formal lectures and references to graduate level textbooks are provided, and you are also assigned and encouraged to read some classic journal articles. This unit is designed for students who are planning to write a thesis in econometrics or business statistics. It is not intended for students in other disciplines who need to learn some quantitative techniques for the empirical section of their dissertations, although students from other departments who are interested in more advanced methods may wish to take this unit.