units

ETC5410

Faculty of Business and Economics

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Monash University Handbook 2010 Postgraduate - Unit

6 points, SCA Band 3, 0.125 EFTSL

LevelPostgraduate
FacultyFaculty of Business and Economics
OfferedClayton Second semester 2010 (Day)
Coordinator(s)Associate Professor Gael Martin

Synopsis

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.

Objectives

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.

Assessment

Within semester assessment: 40%
Examination: 60%

Chief examiner(s)

Catherine Forbes

Contact hours

Two 1.5-hour lectures per week

Prerequisites

Students must have passed one of the following before undertaking this unit: ETC4400, ETC4410, ETC4420, or permission.