MODELLING WITH ECONOMETRICS: CHALLENGES AND SOLUTIONS

ECM3MEC

2014

Credit points: 15

Subject outline

This subject builds on the multiple regression method and presents some general estimation and testing methods used in modern econometrics for applied economics and finance. The first part covers estimation and testing methods that address issues which arise when working with data that have a more general structure, such as random regressors and panel data. The second part of the subject will cover issues that are related to testing and estimation using non-stationary time series data in economics and finance, involving both unit root testing and co-integration. Empirical applications in economics and finance will be carried out using EVIEWS.

FacultyFaculty of Business, Economics and Law

Credit points15

Subject Co-ordinatorSandy Suardi

Available to Study Abroad StudentsYes

Subject year levelYear Level 3 - UG

Exchange StudentsYes

Subject particulars

Subject rules

Prerequisites ECM2IE or ECO2EME

Co-requisitesN/A

Incompatible subjectsN/A

Equivalent subjectsN/A

Special conditionsN/A

Subject options

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Start date between: and    Key dates

Albury-Wodonga, 2014, Semester 1, Online

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorSandy Suardi

Class requirements

Lecture Week: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Tutorial Week: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Assessments

Assessment elementComments%
Three 1,000-word assignments50
one 2-hour final examination50

Bendigo, 2014, Semester 1, Online

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorSandy Suardi

Class requirements

Lecture Week: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Tutorial Week: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Assessments

Assessment elementComments%
Three 1,000-word assignments50
one 2-hour final examination50

Melbourne, 2014, Semester 1, Online

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorSandy Suardi

Class requirements

Lecture Week: 10 - 12
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 12 and delivered via online.

Tutorial Week: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Assessments

Assessment elementComments%
Three 1,000-word assignments50
one 2-hour final examination50

Mildura, 2014, Semester 1, Online

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorSandy Suardi

Class requirements

Tutorial Week: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Lecture Week: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Assessments

Assessment elementComments%
Three 1,000-word assignments50
one 2-hour final examination50

Shepparton, 2014, Semester 1, Online

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorSandy Suardi

Class requirements

Lecture Week: 10 - 22
One 2.0 hours lecture per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Tutorial Week: 10 - 22
One 1.0 hours tutorial per week on any day including weekend during the day from week 10 to week 22 and delivered via online.

Assessments

Assessment elementComments%
Three 1,000-word assignments50
one 2-hour final examination50