Monash University Handbook 2010 Postgraduate - Course

3816 - Graduate Diploma in Applied Econometrics

This course entry should be read in conjunction with information provided in the 'Faculty information' section of this Handbook by the Faculty of Business and Economics

Managing faculty	Business and Economics
Abbreviated title	GradDipAppEcmets
CRICOS code	050635F
Total credit points required	48
Standard duration of study (years)	1 year FT, 2 years PT
Study mode and location	On-campus (Caulfield)
Contact details	Monash Graduate School of Business Telephone: +61 3 9903 1400 Fax: +61 3 9903 1357 Email: gsb@buseco.monash.edu.au
Course coordinator	Ms Gerrie Roberts

Description

This course is designed to provide quantitative skills to graduate students in business or other disciplines.

Objectives

The learning goals associated with this course are to:

develop the ability to locate, evaluate and reference appropriate data for project requirements
apply econometric techniques to real world data including basic tools for regression analysis, time series methods and forecasting
use econometric software to assess the strengths and weaknesses of these techniques
judge the value of empirical results
participate effectively as part of a research team
design and implement an applied econometric project and communicate results to a wider audience.

Structure

The course structure has two main components:

a set of core units in econometrics
three open electives.

Requirements

(a.) Students must complete at least two units (12 points) from the following list:

ETF9121 Data analysis in business
ETF9200 Econometric analysis in business
ETF9300 Financial econometrics
ETF9350 Econometrics for financial markets
ETF9480 Business modelling
ETF9700 Mathematics for business
ETX9000 Business and economic statistics
ETX9520 Quantitative methods for risk analysis

(b.) students must complete at least three units (18 points) from the following list:

ETF5000 Special reading unit 1
ETF5010 Special reading unit 2
ETF5200 Applied econometrics
ETF5231 Business forecasting
ETF5300 Applied financial econometrics
ETF5480 Optimisation for managers
ETF5500 Survey data analysis
ETF5600 Quantitative models for business research

(c.) students must complete a further three graduate units (18 points) subject to the following conditions:
a maximum of two elective units (12 points) may be taken from other faculties.

Progression to further studies

Students who successfully complete the Graduate Diploma in Applied Econometrics may be eligible for admission to the Master of Applied Econometrics.

Alternative exit(s)

Students wishing to exit the Graduate Diploma in Applied Econometrics early may apply to graduate with the Graduate Certificate in Business after successful completion of 24 points of study.

Award(s)

Graduate Diploma in Applied Econometrics