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Econometric analysis in business (6 points)


Leader: A/Professor Param Silvapulle and Dr Paul Kim

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

Synopsis: Presents the basic econometric methodology in model building and model evaluation in general, the treatment of autocorrelation, lagged relationship, qualitative variables, multicollinearity and heteroskedasticity. In particular, covers estimation and evaluation of multiple regression models and testing for the validity of various theories in areas of business and finance. Use of EVIEWS software for data analysis and applied research projects.

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

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

Prerequisites: Equivalent of ETX2121 or MBA9007 or permission

Prohibitions: ETF3200

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