ETC5410 - Special topics in econometrics
6 points, SCA Band 3, 0.125 EFTSL
Postgraduate Faculty of Business and Economics
Leader(s): Associate Professor Gael Martin
Clayton Second semester 2009 (Day)
This unit covers methodological developments at the forefront of econometric research. Topics may include Bayesian econometrics, simulation techniques, latent variable models, non-Gaussian time series models, distribution theory, non-parametric inference and panel data models.
The learning goals associated with this unit are to:
- examine methodological developments at the forefront of econometric research
- explain the importance of probabilistic and statistical techniques in econometric research.
Within semester assessment: 40%
Two 1.5-hour lectures per week