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ETF3200 - Quantitative business analysis

6 points, SCA Band 2, 0.125 EFTSL

Undergraduate Faculty of Business and Economics

Leader: Dr Paul Kim


Caulfield First semester 2007 (Day)


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.


The learning objectives of this unit are to:


Five minor projects: 50%
Final examination (2 hours): 50%

Contact hours

One 2-hour lecture and one 1-hour tutorial per week


ETX2111 or ETX2121