Monash University Handbooks 2008

ETC4541 - Special topics in econometrics

6 points, SCA Band 3, 0.125 EFTSL

Undergraduate, Postgraduate Faculty of Business and Economics

Leader: Associate Professor Gael Martin

Offered

Clayton Second semester 2008 (Day)

Synopsis

This unit covers methodological developments at the forefront of econometric research. Topics may include Bayesian econometrics, simulation techniques, latent variable models, non-Gaussian time series models, distribution theory, non-parametric inference and panel data models.

Assessment

Within semester assessment: 40%
Examination: 60%

Contact hours

Two 1.5-hour lectures per week.

Prerequisites

One of ETC4400, ETC4410, ETC4420, or permission

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