units

ETC4541

Faculty of Business and Economics

Monash University

Undergraduate, Postgraduate - Unit

This unit entry is for students who completed this unit in 2012 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

print version

6 points, SCA Band 3, 0.125 EFTSL

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

LevelUndergraduate, Postgraduate
FacultyFaculty of Business and Economics
OfferedClayton Second semester 2012 (Day)
Coordinator(s)Professor Gael Martin, Associate Professor Catherine Forbes

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.

Outcomes

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)

Associate Professor Catherine Forbes

Contact hours

3 hours per week

Prerequisites

One from ETC4400, ETC4410, ETC4420 or permission

Prohibitions

ETC5410