316-205 Introductory Econometrics

Note

Students may not gain credit for both 316-205 Introductory Econometrics and either 316-206 Quantitative Methods 2 or 316-316 Basic Econometrics..

Credit Points

12.5

Coordinator

Dr J Shannon, Dr A Clarke

Prerequisites

316-130 Quantitative Methods 1 or 620-131 Scientific Programming and Simulation or 620-160 Experimental Design and Data Analysis.

Semester

1, repeat 2 (view timetable)

Contact

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

Subject Description

Topics include review of calculus and statistics; F and χ2 distributions; simple linear regression model; multiple linear regression model; hypothesis testing, forecasting, diagnostics with regression models (including heteroskedasticity and serial correlation), and illustration in Eviews to examples drawn from economics, finance, accounting, marketing and management.

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

To be advised.



Status:                   Official 2005
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