ETF5410 - Special topics in econometrics - 2018

6 points, SCA Band 3, 0.125 EFTSL

Postgraduate - Unit

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

Faculty

Business and Economics

Organisational Unit

Department of Econometrics and Business Statistics

Chief examiner(s)

Associate Professor Duangkamon Chotikapanich

Coordinator(s)

Associate Professor Xibin Zhang

Not offered in 2018

Prerequisites

Students must be enrolled in course code 4412 or 3822, or have passed ETF3200 or ETC4400Not offered in 2018 or ETC4410 or equivalent.

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:

  1. define different models used in econometrics and statistics
  2. compare different methods of estimating and testing econometric models
  3. recommend suitable methods of inference
  4. evaluate different methods of inference for econometric models
  5. 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.

See also Unit timetable information