Postgraduate - UnitETF5410 - Special topics in 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.

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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	Postgraduate
Faculty	Faculty of Business and Economics
Organisational Unit	Department of Econometrics and Business Statistics
Offered	Not offered in 2014
Coordinator(s)	Associate Professor Xibin Zhang

Synopsis

Topics may include hypothesis testing, Bayesian econometrics, non-linear models, duality theory, specification analysis, spectral analysis, cointegration, applied time series, limited dependent variable models, economy wide modelling, models of demand and production functions, state space time series models and multivariate methods. Additional topics may be covered by visiting staff.

Outcomes

The learning goals associated with this unit are to:

define different models used in econometrics and statistics
compare different methods of estimating and testing econometric models
recommend suitable methods of inference
evaluate different methods of inference for econometric models
summarise the advantages and disadvantages of various methods of inference.

Assessment

Within semester assessment: 100%

Chief examiner(s)

Associate Professor Duangkamon Chotikapanich

Workload requirements

3 hours per week

Prerequisites

Students must be enrolled in course code 4412 or 3822, or have passed ETF3200 or ETC4400 or ETC4410 or equivalent.