units

ETW3410

Faculty of Business and Economics

Undergraduate - Unit

This unit entry is for students who completed this unit in 2014 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

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6 points, SCA Band 3, 0.125 EFTSL

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered, or view unit timetables.

LevelUndergraduate
FacultyFaculty of Business and Economics
Organisational UnitDepartment of Econometrics and Business Statistics
OfferedMalaysia First semester 2014 (Day)
South Africa First semester 2014 (Day)
Coordinator(s)Associate Professor Santha Vaithilingam

Synopsis

This unit presents econometric models and techniques that are widely used in modern applied econometrics. Emphasis is placed on models that address the special problems that arise when analysing microeconomic data, that is, data at the level of individual consumers, households and firms. The topics covered include modelling discrete dependent variables, modelling data sets that have both a cross-section and a time-series dimension and conducting inference in models in which the dependent variable is jointly determined with one or more of the regressors. The models taught in this unit are widely used in empirical work in economics, finance and marketing.

Outcomes

The learning goals associate with this unit are to:

  1. conduct statistical inference in statistical models with a binary dependent variable (LOGIT and PROBIT models)
  2. conduct statistical inference in statistical models with a limited dependent variable (TOBIT and Censored Regression models)
  3. conduct statistical inference in statistical models with one or more endogenous explanatory variables
  4. conduct statistical inference in a system of simultaneous equations
  5. conduct statistical inference on data that has a time series dimension.

Assessment

Within semester assessment: 40%
Examination: 60%

Chief examiner(s)

Workload requirements

4 hours per week

Prerequisites

Prohibitions