Undergraduate - UnitETF3200 - Applied econometrics

This unit entry is for students who completed this unit in 2014 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
Organisational Unit	Department of Econometrics and Business Statistics
Offered	Caulfield First semester 2014 (Day)
Coordinator(s)	Dr Vasilis Sarafidis (First semester); Associate Professor George Athanasopoulos (Second Semester)

Synopsis

This unit presents econometric models and techniques that are widely used in applied econometrics. The topics covered are linear regression models with random regressors, method of moments and instrumental variables estimation; simultaneous equations models; models for time-series data; introduction to maximum likelihood estimation; models for discrete dependent variables and models for panel data. EViews computer software is used to carry out data analysis and estimation.

Outcomes

The learning goals associated with this unit are to:

conduct statistical inference in linear regression models with random regressors using the method of moments and the instrumental variables estimators
conduct statistical inference for simultaneous equations models
understand the statistical properties of nonstationary macroeconomic time series data and how to model the long-run relationships among co-integrated time series
conduct statistical inference in models with discrete dependent variables
conduct statistical inference in panel data models.

Assessment

Within semester assessment: 35%
Examination: 65%

Chief examiner(s)

Dr Vasilis Sarafidis

Workload requirements

Minimum total expected workload equals 144 hours per semester

Prerequisites

Students must have passed ETF2100 or ETC2410 or equivalent.

Prohibitions

ETC3410