ecm2ie econometrics

ECONOMETRICS

ECM2IE

2020

Credit points: 15

Subject outline

This subject provides you with the necessary skills in statistical and econometric techniques to carry out independent empirical studies. This subject presents the theory of multiple regression used to estimate and test the validity of economic relationships. You will study OLS estimation, the Gauss-Markov Theorem, diagnostic tests and GLS estimation. You will also study the applications of these techniques to various empirical examples using Eviews software.

SchoolLa Trobe Business School (Pre 2022)

Credit points15

Subject Co-ordinatorJae Kim

Available to Study Abroad/Exchange StudentsYes

Subject year levelYear Level 2 - UG

Exchange StudentsNo

Available as ElectiveNo

Learning ActivitiesN/A

Capstone subjectNo

Subject particulars

Subject rules

Prerequisites ECO2IED or BUS1BAN or ECO1ISB or Admission into the Bachelor of Business Information Systems SBBIY

Co-requisitesN/A

Incompatible subjectsN/A

Equivalent subjectsSTA3LM

Quota Management StrategyN/A

Quota-conditions or rulesN/A

Special conditionsN/A

Minimum credit point requirementN/A

Assumed knowledgeN/A

Learning resources

Using Eviews for Principles of Econometrics

Resource TypeBook

Resource RequirementPrescribed

AuthorGriffiths, W., R. Hill and G. Lim

YearN/A

Edition/VolumeFourth Edition

PublisherWiley

ISBNN/A

Chapter/article titleN/A

Chapter/issueN/A

URLN/A

Other descriptionN/A

Source locationN/A

Principles of Econometrics

Resource TypeBook

Resource RequirementPrescribed

AuthorGriffiths, W., R. Hill and G. Lim, Wiley

YearN/A

Edition/VolumeFourth Edition

PublisherWiley

ISBNN/A

Chapter/article titleN/A

Chapter/issueN/A

URLN/A

Other descriptionN/A

Source locationN/A

Career Ready

Career-focusedNo

Work-based learningNo

Self sourced or Uni sourcedN/A

Entire subject or partial subjectN/A

Total hours/days requiredN/A

Location of WBL activity (region)N/A

WBL addtional requirementsN/A

Graduate capabilities & intended learning outcomes

Graduate Capabilities

INQUIRY AND ANALYSIS - Creativity and Innovation

INQUIRY AND ANALYSIS - Critical Thinking and Problem Solving

INQUIRY AND ANALYSIS - Research and Evidence-Based Inquiry

Intended Learning Outcomes

01. Critically analyse an estimated model

02. Demonstrate an understanding of statistical formulas and apply them to specific examples

03. Use the software package 'EViews' and/or the printouts of its output to diagnose violation of assumptions and perform estimation and hypothesis tests

04. Demonstrate an understanding of the properties of good estimators, the Gauss-Markov Theorem and the assumptions it requires

Subject options

Select to view your study options…

Melbourne (Bundoora), 2020, Semester 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment informationN/A

Subject Instance Co-ordinatorJae Kim

Class requirements

Laboratory ClassWeek: 31 - 43
One 1.00 hour laboratory class per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.

LectureWeek: 31 - 43
One 2.00 hours lecture per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.

Assessments

Assessment element	Comments	Category	Contribution	Hurdle	%	ILO*
AssignmentA project (equivalent to 500 essay words)	N/A	N/A	N/A	No	10	SILO1, SILO2, SILO3, SILO4
Mid semester exam1 hour written/MC exam	N/A	N/A	N/A	No	20	SILO1, SILO2, SILO3, SILO4
One 2-hour final examination2 hour written/MC exam	N/A	N/A	N/A	No	60	SILO1, SILO2, SILO3, SILO4
Weekly HomeworkEquivalent to 500 essay words	N/A	N/A	N/A	No	10	SILO1, SILO2, SILO3, SILO4

Sydney, 2020, Study period 1, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment informationN/A

Subject Instance Co-ordinatorJae Kim

Class requirements

Laboratory ClassWeek: 10 - 22
One 1.00 hour laboratory class per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.

LectureWeek: 10 - 22
One 2.00 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.

Assessments

Assessment element	Comments	Category	Contribution	Hurdle	%	ILO*
AssignmentA project (equivalent to 500 essay words)	N/A	N/A	N/A	No	10	SILO1, SILO2, SILO3, SILO4
Mid semester exam1 hour written/MC exam	N/A	N/A	N/A	No	20	SILO1, SILO2, SILO3, SILO4
One 2-hour final examination2 hour written/MC exam	N/A	N/A	N/A	No	60	SILO1, SILO2, SILO3, SILO4
Weekly HomeworkEquivalent to 500 essay words	N/A	N/A	N/A	No	10	SILO1, SILO2, SILO3, SILO4

Sydney, 2020, Study period 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment informationN/A

Subject Instance Co-ordinatorJae Kim

Class requirements

Laboratory ClassWeek: 31 - 42
One 1.00 hour laboratory class per week on weekdays during the day from week 31 to week 42 and delivered via face-to-face.

LectureWeek: 31 - 42
One 2.00 hours lecture per week on weekdays during the day from week 31 to week 42 and delivered via face-to-face.

Assessments

Assessment element	Comments	Category	Contribution	Hurdle	%	ILO*
AssignmentA project (equivalent to 500 essay words)	N/A	N/A	N/A	No	10	SILO1, SILO2, SILO3, SILO4
Mid semester exam1 hour written/MC exam	N/A	N/A	N/A	No	20	SILO1, SILO2, SILO3, SILO4
One 2-hour final examination2 hour written/MC exam	N/A	N/A	N/A	No	60	SILO1, SILO2, SILO3, SILO4
Weekly HomeworkEquivalent to 500 essay words	N/A	N/A	N/A	No	10	SILO1, SILO2, SILO3, SILO4