ETF5600 - Quantitative models for business research

Leader: Dr Duangkamon Chotikapanich

Offered

Caulfield First semester 2008 (Day)

Synopsis

The topics covered in this unit include: Review of regression analysis, Binomial dependent variables, Unordered multinomial dependent variables, Ordered multinomial dependent variables, Duration dependent variable. Computer software EViews will be used to apply these techniques to real world problems.

Objectives

On successful completion of this unit, students will be able to demonstrate a solid understanding of regression analysis; modelling and analysing relationships with binomial, unordered and ordered multinomial and duration dependent variables. Students will apply their skills and knowledge of the above topics to real situations in areas such as marketing, economics and management. They will demonstrate their ability to use the relevant software to help with the analysis of the above topics.

Assessment

Within semester assessment: 35%
Examination (2 hours): 65%

Contact hours

Two 1-hour lectures and one 1-hour laboratory/tutorial session per week

Prerequisites

ETX2121 or ETX2111 or ETC1010 or MBA9007 or equivalent, or permission. Prerequisites will not apply to the Master of Applied Econometrics and Graduate Diploma in Applied Econometrics (Course codes 3822 & 3816).

Prohibitions

ETF3600, ETC4420, ETC5420