ETF5400 - Special topics in econometrics I

Leader(s): Professor Mervyn Silvapulle

Offered

Caulfield First semester 2009 (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:

• define different models used in econometrics and statistics
• compare different methods of estimating and testing econometric models
• recommend suitable methods of inference
• evaluate different methods of inference for econometric models
• summarise the advantages and disadvantages of various methods of inference.

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