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Quantitative business analysis (6 points)


Leader: Associate Professor Param Silvapulle/Dr Paul Kim

Caulfield First semester 2003 (Day)
Caulfield First semester 2004 (Day)

Synopsis: The unit 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. It 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%

Contact Hours: One 2-hour lecture and one 1-hour tutorial per week

Prerequisites: ETX2111 or ETX2121

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