Monash University Handbook 2010 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)

Catherine Forbes

Contact hours

Two 1.5-hour lectures per week

Prerequisites

Students must have passed one of the following before undertaking this unit: ETC4400, ETC4410, ETC4420, or permission.