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Econometrics (6 points)


Leader: Dr Gael Martin

Clayton First semester 2003 (Day)
Clayton Second semester 2003 (Day)
Clayton First semester 2004 (Day)
Clayton Second semester 2004 (Day)

Synopsis: An introduction to multiple linear regression methods, including their use in estimating and testing the validity of models in economics, finance and business. Topics covered include the classical assumptions underlying the linear model; the properties of the ordinary least squares estimator; probability distributions and their application to interval estimation and hypothesis testing; the generalised least squares estimator; an introduction to the problems of heteroscedasticity, serial correlation, multicollinearity, structural breaks and stochastic regressors.

Assessment: Test (50 mins): 15% + Computer-based assignment: 25% + Examination (2 hours): 60%

Contact Hours: Two 1-hour lectures and one 2-hour tutorial per week

Prerequisites: ETC1010 or ETC2010 or ETC1031

Prohibitions: ETC2410, ETC3440

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