ecm2ie econometrics
ECONOMETRICS
ECM2IE
2019
Credit points: 15
Subject outline
This subject provides you with the necessary skills in statistical and econometric techniques to carry out independent empirical studies. This subject presents the theory of multiple regression used to estimate and test the validity of economic relationships. You will study OLS estimation, the Gauss-Markov Theorem, diagnostic tests and GLS estimation. You will also study the applications of these techniques to various empirical examples using Eviews software.
SchoolLa Trobe Business School
Credit points15
Subject Co-ordinatorGreg Jamieson
Available to Study Abroad StudentsYes
Subject year levelYear Level 2 - UG
Exchange StudentsYes
Subject particulars
Subject rules
Prerequisites ECO2IED or BUS1BAN or ECO1ISB or Admission into the Bachelor of Business Information Systems SBBIY
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjects STA3LM
Special conditionsN/A
Learning resources
Readings
| Resource Type | Title | Resource Requirement | Author and Year | Publisher |
|---|---|---|---|---|
| Readings | Principles of Econometrics, Fourth Edition | Prescribed | Griffiths, W., R. Hill and G. Lim, Wiley | Wiley |
| Readings | Using Eviews for Principles of Econometrics, Fourth Edition | Prescribed | Griffiths, W., R. Hill and G. Lim | Wiley |
Graduate capabilities & intended learning outcomes
01. Critically analyse an estimated model
- Activities:
- Laboratory classes, Assignments, Examinations
02. Demonstrate an understanding of statistical formulas and apply them to specific examples
- Activities:
- Laboratory Classes, Assignments, Examinations
03. Use the software package 'EViews' and/or the printouts of its output to diagnose violation of assumptions and perform estimation and hypothesis tests
- Activities:
- Laboratory Classes, Assignments, Examinations
04. Demonstrate an understanding of the properties of good estimators, the Gauss-Markov Theorem and the assumptions it requires
- Activities:
- Assignments, Examinations
Subject options
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Melbourne, 2019, Semester 2, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorGreg Jamieson
Class requirements
Laboratory ClassWeek: 31 - 43
One 1.0 hours laboratory class per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
LectureWeek: 31 - 43
One 2.0 hours lecture per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % | ILO* |
|---|---|---|---|
| Assignment | A project (equivalent to 500 essay words) | 10 | 01, 02, 03, 04 |
| Mid semester exam | 1 hour written/MC exam | 20 | 01, 02, 03, 04 |
| One 2-hour final examination | 2 hour written/MC exam | 60 | 01, 02, 03, 04 |
| Weekly Homework | Weekly homework (equivalent to 500 essay words) | 10 | 01, 02, 03, 04 |
Sydney, 2019, Study Period 3, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorDinh Phan
Class requirements
Laboratory Class
One 1.0 hours laboratory class per week on weekdays during the day and delivered via face-to-face.
Lecture
One 2.0 hours lecture per week on weekdays during the day and delivered via face-to-face.
Assessments
| Assessment element | Comments | % | ILO* |
|---|---|---|---|
| Assignment | A project (equivalent to 500 essay words) | 10 | 01, 02, 03, 04 |
| Mid semester exam | 1 hour written/MC exam | 20 | 01, 02, 03, 04 |
| One 2-hour final examination | 2 hour written/MC exam | 60 | 01, 02, 03, 04 |
| Weekly Homework | Weekly homework (equivalent to 500 essay words) | 10 | 01, 02, 03, 04 |
Sydney, 2019, Study Period 1, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorHeidi Ryoo
Class requirements
Laboratory ClassWeek: 10 - 22
One 1.0 hours laboratory class per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
LectureWeek: 10 - 22
One 2.0 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % | ILO* |
|---|---|---|---|
| Assignment | A project (equivalent to 500 essay words) | 10 | 01, 02, 03, 04 |
| Mid semester exam | 1 hour written/MC exam | 20 | 01, 02, 03, 04 |
| One 2-hour final examination | 2 hour written/MC exam | 60 | 01, 02, 03, 04 |
| Weekly Homework | Weekly homework (equivalent to 500 essay words) | 10 | 01, 02, 03, 04 |