ETF5200

Applied econometrics (6 points)

(BUS)

Leader: A/Professor Param Silvapulle & Dr Paul Kim

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

Synopsis: Econometric methodology in model building and evaluation;treatment of autocorrelation, lagged relationship, qualitative variables and heteroskedasticity. Uses EVIEWS computer software for data analysis and applied research projects.

Assessment: Two projects: 60% + Examination (2 hours): 40%

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

Prerequisites: ETF3200, ETF9200 or ETF9300 or permission