316-316 Basic Econometrics

Note

Students may not gain credit for both 316-316 Basic Econometrics and 316-205 Introductory Econometrics. Students who have completed or are currently enrolled in 316-317 Econometrics are not eligible to enrol in 316-316 Basic Econometrics.

Credit Points

12.5

HECS Band

2

Coordinator

Professor V Martin

Prerequisites

One of 316-201 Intermediate Macroeconomics and 316-202 Intermediate Microeconomics, and 316-206 Quantitative Methods 2.

Semester

1 (view timetable)

Contact

Two 1-hour lectures, a 1-hour tutorial/seminar and an average of one hour of practice sessions per 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 end-of-semester examination (70%) and empirical exercises (30%).



Status:                   Official 2004
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