Econometrics G (6551.6)
|HECS Bands:||2, 4|
|Faculty:||Faculty of Science and Technology|
|Discipline:||Academic Program Area - Technology|
UC - Canberra, Bruce
Year Teaching Period Convener Mode of Delivery 2020 Semester 2 DR Shuangzhe LIU (Ph: +61 2 62012513 ) FLEXIBLE 2021 Semester 2 DR Shuangzhe LIU (Ph: +61 2 62012513 ) FLEXIBLE
To view your Unit Outline, click View to log in to MyUC and access this information, or visit your unit's online teaching site.
- 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
If a link to your Unit Outline is not displayed, please check back later. Unit Outlines are generally published by Week One of the relevant teaching period.
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.