Undergraduate - UnitETW3200 - Quantitative business analysis

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.

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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.

Level	Undergraduate
Faculty	Faculty of Business and Economics
Organisational Unit	Department of Econometrics and Business Statistics
Offered	Not offered in 2015
Coordinator(s)	Dr Mindi Nath

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: 50%

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)

Dr Mindi Nath

Prerequisites

ETW2111 or ETX2121

Prohibitions

ETC2400, ETC2410, ETC3440, ETC4344, ETF3200