Econometrics G (6551.6)
|HECS Bands:||2, 4|
|Faculty:||Faculty of Science and Technology|
|Discipline:||Academic Program Area - Technology|
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- Semester 2, 2019, FLEXIBLE, BRUCE (185534) - View
- Semester 2, 2018, FLEXIBLE, BRUCE (181714) - View
- Semester 2, 2017, FLEXIBLE, BRUCE (169996) - View
- Semester 1, 2016, ON-CAMPUS, BRUCE (154154) - View
- Semester 1, 2015, ON-CAMPUS, BRUCE (145801) - View
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This unit deals with econometric models and their application to problems in business, economics, finance and other areas. The emphasis is on the practical issues concerned with specifying, estimating, testing and applying dynamic models using a computer package. Topics may include simple, multiple and time series regression, multicollinearity, heteroskedasticity, serial correlation and spurious correlation.
On successful completion of this unit, students will be able to:
1. Formulate an appropriate dynamic model for data analysis;
2. Estimate the parameters of a dynamic model using a statistical computer package;
3. Test the parameters of a dynamic model using a statistical computer package;
4. Evaluate the validity of a dynamic model;
5. Apply and explain a technique for forecasting a variable of interest;
6. Produce and interpret the results of analyses in a form which is suitable for publication; and
7. Apply important extensions to the linear regression model.
A 2-hour lecture and a 2-hour lab per week.
6275 Statistical Analysis and Decision Making G or 6554 Introduction to Statistics G or 1809 Data Analysis in Science.