fin5eme econometric methods
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.
FacultyFaculty of Business, Economics and Law
Credit points15
Subject Co-ordinatorWei-han Liu
Available to Study Abroad StudentsYes
Subject year levelYear Level 5 - Masters
Exchange StudentsYes
Subject particulars
Subject rules
Prerequisites ECO5SBF or FIN5SBF
Co-requisitesN/A
Incompatible subjects ECO2EME
Equivalent subjectsN/A
Special conditionsN/A
Subject options
Select to view your study options…
Melbourne, 2014, Semester 1, Day
Overview
Online enrolmentNo
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorWei-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 enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorWei-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 |