Faculty of Business and Economics
Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.
|Faculty||Faculty of Business and Economics|
|Organisational Unit||Department of Econometrics and Business Statistics|
|Offered||Caulfield First semester 2015 (Day)|
Caulfield Second semester 2015 (Day)
|Coordinator(s)||Professor Duangkamon Chotikapanich (First semester); Professor Param Silvapulle (Second semester)|
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.
The learning goals associated with this unit are to:
Within semester assessment: 35%
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
See also Unit timetable information
Students must have completed ETX1100 or equivalent before undertaking this unit or must be enrolled in course 3822 or 4412.