Note: This is an archived Handbook entry from 2008.Search for this in the current handbook
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2008:Semester 1, - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Seminars or lectures and tutorials totalling three hours per week (Semester 1). |
Total Time Commitment: Not available
|Prerequisites:||316-470 Econometric Techniques or equivalent.|
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:||None|
|Core Participation Requirements:||
For the purposes of considering request for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Student Support and Engagement Policy, academic requirements for this subject are articulated in the Subject Overview, Learning Outcomes, Assessment and Generic Skills sections of this entry.
It is University policy to take all reasonable steps to minimise the impact of disability upon academic study, and reasonable adjustments will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact on meeting the requirements of this subject are encouraged to discuss this matter with a Faculty Student Adviser and Student Equity and Disability Support: http://services.unimelb.edu.au/disability
CoordinatorProfessor V Martin
|Subject Overview:||To focus on both theory and applications of modern econometric practice. Normally topics will include: linear algebra used in econometrics, linear models, nonlinear models, systems of equations, generalized least squares, maximum likelihood estimation, instrumental variable and generalized method of moments, resampling methods, simulation methods, methods for the analysis of panel data and other topics. A number of computer packages are used including: GAUSS, Stata, SAS, Eviews, and Scientific Word. The application of these programs is covered in weekly tutorials.|
|Assessment:||One 2-hour examination (60%), a 1-hour mid-term examination (20%) and empirical class assignments (20%).|
|Recommended Texts:||Greene, W. Econometric Analysis, 4th ed., 2000.|
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
|Generic Skills:||On successful completion of this subject students should be able to: |
On successful completion of this subject, students should have improved the following generic skills:
Master of Commerce - Economics |
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