ETC4541 - Special topics in econometrics
6 points, SCA Band 3, 0.125 EFTSL
Undergraduate, Postgraduate Faculty of Business and Economics
Leader(s): Associate Professor Gael Martin
Offered
Clayton Second semester 2009 (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 from ETC4400, ETC4410, ETC4420 or permission
Prohibitions
13 October 2017
23 July 2024