units

ETF9100

Faculty of Business and Economics

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Monash University Handbook 2010 Postgraduate - Unit

6 points, SCA Band 0 (NATIONAL PRIORITY), 0.125 EFTSL

LevelPostgraduate
FacultyFaculty of Business and Economics
OfferedCaulfield Second semester 2010 (Day)
Coordinator(s)Dr George Athanasopoulos

Synopsis

Econometrics is a set of research tools employed not only in economics but also in business disciplines. This unit covers the basic tools for estimation in the context of simple and multiple linear regression, the sampling properties of the least squares estimator, statistical inference and hypothesis testing. It also covers regression with dummy variables, model specification issues and estimation problems when least squares assumptions are violated. EViews is used as the software package.

Objectives

The learning goals associated with this unit are to:

  • Apply econometric tools to modeling, estimation, inference, and forecasting in the context of real world economic and business problems.
  • Formulate and test hypotheses about the relationships between variables.
  • Understand the nature and consequences of violation of the classical assumptions and know how to test for violations.
  • Apply the skills and knowledge from the unit to real situations in business and economics, critically analysis and evaluate the results from applications, and make policy recommendations.
  • Demonstrate the ability to generate and analyse EViews computer output for business and economic applications.

Assessment

Within Semester Assessment: 35%
Examination (2 hours): 65%.

Chief examiner(s)

George Athanasopoulos

Contact hours

Two 1-hour lectures and one 1-hour laboratory/tutorial session.

Prerequisites

Either ETF9121 or MBA9007. For students enrolled in course code 3822 no prerequisites apply.

Prohibitions

ETX9344, ETF2100, ETC2400, ETC2410, ETC3440