316-316 Basic Econometrics

Credit Points

12.5

HECS Band

2

Coordinator

Dr O Henry

Prerequisites

316-201 Intermediate Macroeconomics or 316-202 Intermediate Microeconomics and 316-205 Introductory Econometrics or 316-206 Quantitative Methods 2. Students may not gain credit for this subject and for 316-317 Econometrics.

Semester

1 (view timetable)

Contact

Two 1-hour lectures, a 1-hour tutorial/seminar and an average of one hour of practice sessions a week

Subject Description

This subject examines multiple regression analysis and its use in economics, management, finance, accounting and marketing. Normally topics will include the properties of estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation, and an introduction to simultaneous systems. All theoretical concepts use summation notation and will be illustrated by applied examples. The computer software used is EVIEWS.

Assessment

A 2-hour examination (70%); empirical exercises (30%).



Status:                   Official 2002
Last Modified:            Tuesday May 07 22:11
SGML to HTML Conversion:  Information Technology Services
Authorised by:            Academic Registrar
Email Enquiries:          Course_Information@registrar.unimelb.edu.au

Valid CSS! Valid XHTML 1.0!