Note: This is an archived Handbook entry from 2009. Search for this in the current handbook
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2009:For information about these dates, click here.
|Time Commitment:||Contact Hours: Three hours of classes per week plus three hours of seminars during the semester (Semester 1). |
Total Time Commitment: Not available
|Prerequisites:||Introductory Econometrics 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
|Subject Overview:||Extensions of the multiple regression model are examined. Topics include non-linear least squares, maximum likelihood estimation and related testing procedures, generalised least squares, heteroskedasticity, autocorrelation and models with stochastic regressors. Limited dependent variable models and issues involving time-series data are introduced. Theoretical concepts are illustrated by applied examples. The computer software used is EVIEWS.|
|Objectives:||On successful completion of this subject students should be able to: |
|Assessment:||A 2-hour end-of-semester examination (65%) class assignments up to 3200 words in total (32%) and tutorial attendance and participation (3%).|
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
On successful completion of this subject, students should have improved the following generic skills:
|Notes:||Students may not gain credit for both 316-636 Econometrics and 316-317 Econometrics.|
Master of Commerce - Economics |
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