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ETF9200 - Econometric analysis in business6 points, SCA Band 3, 0.125 EFTSLPostgraduate Faculty of Business and EconomicsLeader: Dr Paul KimOfferedCaulfield First semester 2008 (Day) SynopsisPresents the basic econometric methodology in model building and model evaluation in general, the treatment of autocorrelation, lagged relationship, qualitative variables, multicollinearity and heteroskedasticity. In particular, covers estimation and evaluation of multiple regression models and testing for the validity of various theories in areas of business and finance. Use of EVIEWS software for data analysis and applied research projects. Objectives
The learning goals associated with this unit are to:
Assessment
Within semester assessment: 60% Contact hoursOne 2-hour lecture and one 1-hour tutorial/practical per week PrerequisitesStudents must be enrolled in course codes 3814, 3815, 3816 or 3822 or must have passed ETX2121 or MBA9007. Prohibitions |