Undergraduate - UnitETW3200 - Quantitative business analysis

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.

Level	Undergraduate
Faculty	Faculty of Business and Economics
Offered	Berwick First semester 2012 (Day)
Coordinator(s)	Professor Rob Brooks

Synopsis

The unit presents the basic statistical and econometric methodology in model building and model evaluation in general, and the treatment of autocorrelation, lagged relationship, qualitative variables, multicollinearity and heteroscedasticity, in particular it covers estimation and evaluation of multiple regression models, and testing for the validity of various theories in the areas of business. It also introduces the recent literature on unit root and cointegration in business data analysis. EViews computer software will be used to carry out data analysis and applied research projects.

Outcomes

The learning goals associated with this unit are to:

conduct linear regression analysis for business and economic applications
conduct the diagnostic tests for regression
evaluate the time series properties of business and economic time series
estimate the long run relationship among time series in business and economics
test for the causality among business and economic time series.

Assessment

Within semester assessment: 50%
Examination (2 hours): 50%

Chief examiner(s)

Dr Jill Wright

Contact hours

3 hours per week

Prerequisites

ETW2111 or ETX2121

Prohibitions

ETC2400, ETC2410, ETC3440, ETC4344