Monash University Handbook 2010 Undergraduate, Postgraduate - Unit

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.

Objectives

The learning goals associated with this unit are to:

• examine methodological developments at the forefront of econometric research
• explain the importance of probabilistic and statistical techniques in econometric research.

Assessment

Within semester assessment: 40%
Examination: 60%

Chief examiner(s)

Gael Martin

Contact hours

Two 1.5-hour lectures per week

Prerequisites

One from ETC4400, ETC4410, ETC4420 or permission

Prohibitions

ETC5410