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Monash University

Graduate Diploma in Applied Econometrics

Course code: 3816 ~ Course abbreviation: GradDipAppEconometr ~ Total credit points required: 48 ~ 1 year full-time, 2 years part-time ~ Managing faculty: Business and Economics

Study mode and course location

On-campus (Caulfield)

    Course description

This course is designed to provide quantitative skills to graduate students in business or other disciplines.

Course objectives

The learning goals associated with this course are to: develop the ability to locate, evaluate and reference appropriate data for project requirement apply econometric; techniques to real world data including basic tools for regression analysis, time series methods and forecasting; techniques, using econometric software assess the strengths and weaknesses of these techniques judge the value of; empirical results participate effectively as part of a research team; design and implement an applied econometric project and communicate results to a wider audience.

    Course structure

Course requirements

(a) Students must complete at least two units (12 points) from the following list:

  • AFX9510 Quantitative methods
  • ETC9000 Business and economic statistics
  • ETF9121 Data analysis in business
  • ETF9200 Econometric analysis in business
  • ETF9300 Financial econometrics
  • ETF9350 Econometrics for financial markets
  • ETF9480 Business modelling
  • ETF9700 Mathematics for business
  • ETX9520 Quantitative methods for risk analysis

(b) students must complete at least three units (18 points) from the following list:

(c) students must complete three elective units (18 points) from 9000-level or 5000-level graduate units subject to the following conditions:

  • a maximum of two elective units (12 points) may be taken from other faculties

    Contact details

Department of Econometrics and Business Statistics: telephone +61 3 9903 2559; email:

Course coordinator

Ms Gerrie Roberts