MONASH UNIVERSITY FACULTY HANDBOOKS

Business & Economics Handbook 1996

Published by Monash University
Clayton, Victoria 3168, Australia

Authorised by Academic Registrar, April 1996


ECM5410

Special topics in econometrics II

Professor Maxwell King and others

Two 1.5 hour lectures per week + Second semester + Clayton +

Synopsis The subjects will consist of advanced study of topics in econometric theory and its empirical applications. 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, graph theory, combinatorial optimisation and multivariate methods. Additional topics may be covered by visiting staff.

Assessment Written (2 assignments): 100%


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