units

ETF2100

Faculty of Business and Economics

18 September 2017 22 December 2024
Monash University

Undergraduate - 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 0 (NATIONAL PRIORITY), 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
FacultyFaculty of Business and Economics
OfferedCaulfield First semester 2012 (Day)
Caulfield Second semester 2012 (Day)
Coordinator(s)Associate Professor George Athanasopoulos

Synopsis

Econometrics is a set of research tools employed not only in economics but also in business disciplines. This unit covers the basic tools for estimation in the context of simple and multiple linear regression, the sampling properties of the least squares estimator, statistical inference and hypothesis testing. It also covers regression with dummy variables, model specification issues and estimation problems when least squares assumptions are violated. EViews is used as the software package.

Outcomes

The learning goals associated with this unit are to:

  1. apply econometric tools to modelling, estimation, inference, and forecasting in the context of real world economic and business problems
  2. formulate and test hypotheses about the relationships between variables
  3. understand the nature and consequences of violation of the classical assumptions and know how to test for violations
  4. apply the skills and knowledge from the unit to real situations in business and economics
  5. demonstrate the ability to generate and analyse EViews computer output for business and economic applications.

Assessment

Within semester assessment: 35%
Examination (2 hours): 65%

Chief examiner(s)

Associate Professor George Athanasopoulos

Contact hours

3 hours per week

Prerequisites

Students must have completed ETX1100 or equivalent before undertaking this unit

Prohibitions

ETC2410, ETC3440, ECC2410