ETF3200

Quantitative business analysis

(BUS)

Proposed to be offered next in 2002

Associate Professor Param Silvapulle

6 points + One 2-hour lecture and one 1-hour tutorial per week + First semester + Caulfield + Prerequisites: ETX2111 or ETX2121

Synopsis: The subject presents the basic statistical and econometric methodology in model building and model evaluation in general, and the treatment of autocorrelation, lagged relationship, qualitative variables, multicollinearity and heteroskedasticity, in particular it covers estimation and evaluation of multiple regression models, and testing for the validity of various theories in the areas of business. This subject also introduces the recent literature on unit root and cointegration in business data analysis. EVIEWS computer software will be used to carry out data analysis and applied research projects.

Assessment: Five minor projects: 50% + Final examination (2 hours): 50%