ETF5200

Applied econometrics ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Professor Param Silvapulle and Dr Paul Kim

Offered:
Caulfield First semester 2006 (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: Students must be enrolled in course codes 3816 or 3822 or must have passed ETF3200, ETF9200 or ETF9300.