Monash University Handbooks 2008

ETF3200 - Quantitative business analysis

6 points, SCA Band 3, 0.125 EFTSL

Undergraduate Faculty of Business and Economics

Leader: Dr Paul Kim

Offered

Caulfield First semester 2008 (Day)

Synopsis

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 co-integration in business data analysis. EVIEWS computer software will be used to carry out data analysis and applied research projects.

Objectives

The learning objectives of this unit are to:

Assessment

Within semester assessment: 50%
Final examination (2 hours): 50%

Contact hours

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

Prerequisites

ETX2111 or ETX2121

Prohibitions

ETC2400/ETC2410/ETC3440/ETC4344

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