Handbook 1996 : Faculty of Economics and Commerce (Volume 3 page 200)
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Year 3 Economics.
Credit points: 12.5
Coordinator: Dr P Wu.
Prerequisite: 316-317 Econometrics or 316-316 Basic Econometrics or 619-210 Probability and Statistics.
Contact: Two 1-hour lectures and a 90 minute tutorial/practice class a week.
Timetable: Second semester
Objectives:
On completion of this subject students should:
- be familiar with advanced techniques to examine the time series properties of data sets drawn from economics and finance;
- be able to make forecasts and evaluate forecasts.
Content:
Current techniques used in forecasting in finance, accounting and economics. Regression models, exponential smoothing methods, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, and forecast evaluation.
Assessment:
A 2-hour examination (60 per cent); empirical exercises (40 per cent).
Prescribed texts:
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Handbook 1996 : Faculty of Economics and Commerce (Volume 3 page 200)
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
Maintained by: Dept. of Economics, Faculty of Economics and Commerce.
Copyright © University of Melbourne 1995,1996.