Monash University Handbook 2011 Undergraduate, Postgraduate - Unit

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

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:

1. examine methodological developments at the forefront of econometric research
2. 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

3 hours per week

Prerequisites

One from ETC4400, ETC4410, ETC4420 or permission

Prohibitions

ETC5410