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Handbook 1997 : Faculty of Economics and Commerce : Economics

316-205 Introductory Econometrics

Coordinator:

Dr O Henry

Prerequisite/s:

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

Timetable:

Semester 1

Contact:

Two 1-hour lectures and a 1-hour tutorial a week

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 (70%), assignments not exceeding 50 pages in total (20%) and a mark based on tutorial attendance and participation (10%).

Prescribed Texts:

  • Gujarati D N, Basic Econometrics, McGraw-Hill.

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Handbook 1997 : Faculty of Economics and Commerce : Economics
Status:                   OFFICIAL 1997
Last Modified:            Wednesday March 12 3:36 pm
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Authorised by:            Academic Registrar
Email Enquiries:          Course_Information@registrar.unimelb.edu.au
Copyright © University of Melbourne 1997.