Handbook 1996 : Faculty of Economics and Commerce (Volume 3 page 196)
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316-205 Introductory Econometrics

Credit points: 12.5

Coordinator: To be advised

Prerequisite: 316-129 Business Statistics. Students may not gain credit for both 316-205 Introductory Econometrics and 316-206 Quantitative Methods 2.

Contact: Two 1-hour lectures and a 1-hour tutorial a week.

Timetable: First semester

Objectives:

On completion of this subject students should be able to:

• apply the classical model of ordinary least squares to data sets drawn from economics, finance and accounting using single and multiple regression equations;
• test hypotheses about the relationship between variables;
• understand the consequences of any of the classical assumptions being violated;
• analyse economic and financial data sets using an econometric software package;
• understand the construction and use of index numbers.

Content:

Regression analysis including the classical linear regression model. Time series. Vectors and Matrices. Applications to Economics and Finance.

Assessment:

A 2-hour end-of-semester examination (80 per cent) and tutorial exercises of up to 50 pages in total (20 per cent).

Prescribed texts:

• Gujarati D N Basic Econometrics McGraw-Hill

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Handbook 1996 : Faculty of Economics and Commerce (Volume 3 page 196)

Status:          Official 1996
Date created:    Oct  9 1995
Last modified:   Oct  9 1995
Authorised by:   Academic Registrar
Email enquiries: Course_Information@registrar.unimelb.edu.au

Copyright © University of Melbourne 1995,1996.