ECONOMETRICS

ECM2IE

2021

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

Credit points15

Subject Co-ordinatorJae Kim

Available to Study Abroad/Exchange StudentsYes

Subject year levelYear Level 2 - UG

Available as ElectiveNo

Learning ActivitiesLaboratory classes, Assignments, Examinations

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

Readings

Using Eviews for Principles of Econometrics

Resource TypePrescribed

Resource RequirementN/A

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

YearN/A

Edition/VolumeFourth Edition

PublisherWiley

ISBN978-1118032077.

Chapter/article titleN/A

Chapter/issueN/A

URLN/A

Other descriptionN/A

Source locationN/A

Principles of Econometrics

Resource TypePrescribed

Resource RequirementN/A

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

YearN/A

Edition/VolumeFourth Edition

PublisherWiley

ISBN978-0-470-87372-4

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

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…

Start date between: and    Key dates

Vietnam (Hanoi University), 2021, Semester 1, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorJae Kim

Class requirements

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

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

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*

Assignment A project (equivalent to 500 essay words)

N/AAssignmentIndividualNo10 SILO1, SILO2, SILO3, SILO4

Mid semester exam 1 hour written/MC exam

N/AOther written examIndividualNo20 SILO1, SILO2, SILO3, SILO4

One 2-hour final examination 2 hour written/MC exam

N/ACentral examIndividualNo60 SILO1, SILO2, SILO3, SILO4

Weekly Homework (Equivalent to 500 essay words)

N/AOtherIndividualNo10 SILO1, SILO2, SILO3, SILO4

Melbourne (Bundoora), 2021, Semester 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorJae Kim

Class requirements

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

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

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*

Assignment A project (equivalent to 500 essay words)

N/AAssignmentIndividualNo10 SILO1, SILO2, SILO3, SILO4

Mid semester exam 1 hour written/MC exam

N/AOther written examIndividualNo20 SILO1, SILO2, SILO3, SILO4

One 2-hour final examination 2 hour written/MC exam

N/ACentral examIndividualNo60 SILO1, SILO2, SILO3, SILO4

Weekly Homework (Equivalent to 500 essay words)

N/AOtherIndividualNo10 SILO1, SILO2, SILO3, SILO4

Sydney, 2021, Study period 1, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorJae Kim

Class requirements

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

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

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*

Assignment A project (equivalent to 500 essay words)

N/AAssignmentIndividualNo10 SILO1, SILO2, SILO3, SILO4

Mid semester exam 1 hour written/MC exam

N/AOther written examIndividualNo20 SILO1, SILO2, SILO3, SILO4

One 2-hour final examination 2 hour written/MC exam

N/ACentral examIndividualNo60 SILO1, SILO2, SILO3, SILO4

Weekly Homework (Equivalent to 500 essay words)

N/AOtherIndividualNo10 SILO1, SILO2, SILO3, SILO4

Sydney, 2021, Study period 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Subject Instance Co-ordinatorJae Kim

Class requirements

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

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

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*

Assignment A project (equivalent to 500 essay words)

N/AAssignmentIndividualNo10 SILO1, SILO2, SILO3, SILO4

Mid semester exam 1 hour written/MC exam

N/AOther written examIndividualNo20 SILO1, SILO2, SILO3, SILO4

One 2-hour final examination 2 hour written/MC exam

N/ACentral examIndividualNo60 SILO1, SILO2, SILO3, SILO4

Weekly Homework (Equivalent to 500 essay words)

N/AOtherIndividualNo10 SILO1, SILO2, SILO3, SILO4