Note: This is an archived Handbook entry from 2011.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2011:Semester 1, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Two 1-hour lectures and a 1-hour tutorial/practice class per week. |
Total Time Commitment: Estimated total time commitment of 120 hours per semester
|Prerequisites:||Introductory Econometrics or equivalent.|
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:|| |
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
CoordinatorProf Vance Martin
|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: |
|Prescribed Texts:||You will be advised of prescribed texts by your lecturer.|
|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 ECOM90002 Econometrics and ECOM30002 Econometrics.|
Master of Commerce - Economics |
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