ETW3200 - Quantitative business analysis
6 points, SCA Band 3, 0.125 EFTSL
Undergraduate Faculty of Business and Economics
Leader(s): Professor Rob Brooks
Berwick First semester 2009 (Day)
The unit presents the basic statistical and econometric methodology in model building and model evaluation in general, and the treatment of autocorrelation, lagged relationship, qualitative variables, multicollinearity and heteroscedasticity, in particular it covers estimation and evaluation of multiple regression models, and testing for the validity of various theories in the areas of business. It also introduces the recent literature on unit root and cointegration in business data analysis. EViews computer software will be used to carry out 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: 50%
Examination (2 hours): 50%
One 2-hour lecture and one 1-hour tutorial per week