units

ETC5410

Faculty of Business and Economics

Monash University

Postgraduate - Unit

This unit entry is for students who completed this unit in 2013 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

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LevelPostgraduate
FacultyFaculty of Business and Economics
Organisational UnitDepartment of Econometrics and Business Statistics
OfferedClayton Second semester 2013 (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)

Contact hours

3 hours per week

Prerequisites

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