SAP EKONOMETRIKA I (lanjutan)

Ekonometrika adalah matakuliah pilihan bidang matematika keuangan, yang dipasarkan pada semester VII (Tujuh) dengan matakuliah prasyarat : KALKULUS I,  KALKULUS II, STATISTIK ELEMENTER, TEORI PELUANG, STATISTIK MATEMATIKA, dan PEMROGRAMAN KOMPUTER. Ekonometrika merupakan matakuliah yang mengintegrasikan secara sinergi antara matematika, statistika, dan ekonomi.

Tujuan  pembelajarannya yaitu mahasiswa mampu memahami dan terampil dalam menggunakan konsep-konsep Statistical Inference, Linear Statistical Model, Normal General Linear Statistical Model, dan Generalizations of Linear Statistical Model.

Referensi :

• Abdul Aziz, M.Si. Ekonometri, Analisis Teori Dan Praktikum, UIN Malang Press, 2006.
• William.H, Econometrics Analysis, Macmillan, Inc., 2002.
• Judge, G.G., et.al., The Theory and Practice of Econometrics, John Wiley & Sons, Inc., 1985
• Judge, G.G., et.al., Introduction to Theory and Practice of Econometrics, John Wiley & Sons, Inc., 1988
• Hamilton, D.J., Time Series Analysis, Princeton University Press, New Jersey, 1994
• Bierens, Herman J., Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics), Cambridge University Press, 2004.
• James J. Heckman, Edward Leamer, Handbook of Econometrics, Volume 6A (Handbook of Econometrics), North Holland, 2008
• Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle, Econometric Modeling and Inference (Themes in Modern Econometrics), Cambridge University Press, 2007.
• Jan R. Magnus, Heinz Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition, Wiley, 1999.
• LeSage, James P., Applied Econometrics using MATLAB, Department of Economics University of Toledo, 1999.
• Wooldridge, Jeffrey M., Introductory Econometrics, A Modern Approach 2 Edition. Ch. 1 – 10, Ch. 11 -19, Appendix.

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