Postgraduate - UnitETF5410 - Special topics in econometrics

This unit entry is for students who completed this unit in 2015 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.

Level	Postgraduate
Faculty	Faculty of Business and Economics
Organisational Unit	Department of Econometrics and Business Statistics
Offered	Not offered in 2015
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%

Workload requirements

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

Chief examiner(s)

Associate Professor Duangkamon Chotikapanich

Prerequisites

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