Applied Econometrics

Victoria University of Wellington

Course Description

  • Course Name

    Applied Econometrics

  • Host University

    Victoria University of Wellington

  • Location

    Wellington, New Zealand

  • Area of Study


  • Language Level

    Taught In English

  • Prerequisites

    QUAN 201; QUAN 203 (or MATH 277); one of (ECON 201, 202, FINA 201, 202); ECON 301 recommended

  • Course Level Recommendations


    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • Credit Points

  • Recommended U.S. Semester Credits
    3 - 4
  • Recommended U.S. Quarter Units
    4 - 6
  • Overview

    This course focuses on important classical and contemporary econometric techniques and their empirical applications. Empirical applications may relate to topics from labour or health economics, industrial organisation, macroeconomics or international trade.

    This course will cover a variety of applied econometrics topics from the program evaluation and empirical microeconomics literature. Special emphasis will be given to the identification of causal effects. Applied econometrics involves how to do econometrics and how to evaluate the econometric research. Sound applied econometric work can involve the selection and use of suitable data to analyse a question; designing and constructing an econometric model for the particular purpose at hand; and/or the estimation, testing and use of econometric models for description, hypothesis testing and/or prediction purposes. Regression models provide the basis for most econometric modelling and analysis, and so will be the basic building block for this course.

    Course Learning Objectives
    By the end of this course, students should be able to:
    C1 interpret the results from common econometric estimation techniques
    C2 summarise the main lines of argument in a number of contemporary published econometric studies
    C3 use econometric software to conduct applied econometric analysis
    C4 recognise and address some common problems with economic data sets

    Assignments 25%
    Mid-trimester test 25%
    Final Exam 50%

Course Disclaimer

Courses and course hours of instruction are subject to change.

Eligibility for courses may be subject to a placement exam and/or pre-requisites.

Some courses may require additional fees.

Credits earned vary according to the policies of the students' home institutions. According to ISA policy and possible visa requirements, students must maintain full-time enrollment status, as determined by their home institutions, for the duration of the program.

Please reference fall and spring course lists as not all courses are taught during both semesters.

Availability of courses is based on enrollment numbers. All students should seek pre-approval for alternate courses in the event of last minute class cancellations

Please note that some courses with locals have recommended prerequisite courses. It is the student's responsibility to consult any recommended prerequisites prior to enrolling in their course.


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