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ETX5651 · Foundations of econometrics

Official Handbook

2026 Handbook6 credit pointsLevel 5Department of Econometrics and Business Statistics

Last checked: 23 Aug 2026 UTC

Overview

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.

Offerings

CampusTeaching periodMode
ClaytonSecond semesterTeaching activities are on-campus (ON-CAMPUS)

Assessment

The Handbook lists an examination for this unit.

#AssessmentTypeWeightHurdle
11 - ExerciseExercise35%
22 - PresentationPresentation5%
33 - Quiz / TestQuiz / Test10%
44 - ExaminationExamination50%

Assessment details may change. Please refer to the assessment information in Moodle closer to the start of the teaching period.

Requisites

prohibitions

  • BEX6510 — Foundations of econometrics

Learning outcomes

  1. master the core elements of econometrics to be able to generalise and apply these principles to research questions
  2. grind through complex scholarly journal articles and harvest the elements needed to conduct research

Workload

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.

ActivityDuration
Seminars36 hours

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