Monash University Business & Economics handbook 1995

Copyright © Monash University 1995
Enquiries to publishing@udev.monash.edu.au

ECM5410

Special topics in econometrics II

Professor Maxwell King and others

Two 1.5 hour lectures per week * Second semester * Clayton *

Synopsis The subjects will consist of advanced study of topics in econometric theory and its empirical applications. Topics may include hypothesis testing, Bayesian econometrics, non-linear models, duality theory, specification analysis, spectral analysis, cointegration, applied time series, limited dependent variable models, economy wide modelling, models of demand and production functions, graph theory, combinatorial optimisation and multivariate methods. Additional topics may be covered by visiting staff.

Assessment Written (2 assignments): 100%


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