ECONOMETRIC METHODS
FIN5EME
2014
Credit points: 15
Subject outline
On successful completion, students will be equipped with the necessary skills in statistical and econometric techniques to carry out independent empirical studies. This subject presents theory of multiple regression used to estimate and test the validity of economic relationships. Objectives are to learn: (i) OLS estimation, (ii) Gauss-Markov Theorem, (iii)diagnostic tests, (iv) GLS estimation, (v) applications of these techniques to various empirical examples.
Faculty: Faculty of Business, Economics and Law
Credit points: 15
Subject Co-ordinator: Wei-han Liu
Available to Study Abroad Students: Yes
Subject year level: Year Level 5 - Masters
Exchange Students: Yes
Subject particulars
Subject rules
Prerequisites: ECO5SBF or FIN5SBF
Co-requisites: N/A
Incompatible subjects: ECO2EME
Equivalent subjects: N/A
Special conditions: N/A
Melbourne, 2014, Semester 1, Day
Overview
Online enrolment: No
Maximum enrolment size: N/A
Enrolment information:
Subject Instance Co-ordinator: Wei-han Liu
Class requirements
Computer LaboratoryWeek: 10 - 22
One 1.0 hours computer laboratory per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
LectureWeek: 10 - 22
One 2.0 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
TutorialWeek: 10 - 22
One 1.0 hours tutorial per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| one 2-hour final examination | 60 | |
| one 4,000-word assignment project | 40 |
Melbourne, 2014, Semester 2, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Enrolment information:
Subject Instance Co-ordinator: Wei-han Liu
Class requirements
TutorialWeek: 31 - 43
One 1.0 hours tutorial per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
LectureWeek: 31 - 43
One 2.0 hours lecture per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Computer LaboratoryWeek: 31 - 43
One 1.0 hours computer laboratory per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| one 2-hour final examination | 60 | |
| one 4,000-word assignment project | 40 |