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ETF9200 - Econometric analysis in business

6 points, SCA Band 3, 0.125 EFTSL

Postgraduate Faculty of Business and Economics

Leader(s): Dr Paul Kim


Caulfield First semester 2009 (Day)


Presents the basic econometric methodology in model building and model evaluation in general, the treatment of autocorrelation, lagged relationship, qualitative variables, multicollinearity and heteroscedasticity. In particular, covers estimation and evaluation of multiple regression models and testing for the validity of various theories in areas of business and finance. Use of EViews software for data analysis and applied research projects.


The learning goals associated with this unit are to:

  • conduct linear regression analysis for business and economic applications
  • conduct the diagnostic tests for regression
  • evaluate the time series properties of business and economic time series
  • estimate the long run relationship among time series in business and economics
  • test for the causality among business and economic time series.


Within semester assessment: 60%
Examination (2 hours): 40%

Contact hours

One 2-hour lecture and one 1-hour tutorial/practical per week


Students must be enrolled in course codes 3814, 3815, 3816 or 3822 or must have passed ETX2121 or MBA9007



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