Monash University Handbooks 2008

ETF5400 - Special topics in econometrics I

6 points, SCA Band 3, 0.125 EFTSL

Postgraduate Faculty of Business and Economics

Leader: Professor Mervyn Silvapulle

Offered

Caulfield First semester 2008 (Evening)

Synopsis

Topics may include hypothesis testing, Bayesian econometrics, non-linear models, duality theory, specification analysis, spectral analysis, cointegration, applied time series, limited dependent variable models, economy wide modelling, models of demand and production functions, state space time series models and multivariate methods. Additional topics may be covered by visiting staff.

Objectives

The learning goals associated with this unit are to:

Assessment

Within semester assessment: 100%

Contact hours

3 hours per week

Prerequisites

Students must be enrolled in course codes 3816 or 3822 or must have passed ETC4400 or ETC4410

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