MonMap
A course mapper by Monash Association of Coding (MAC)
Introductory econometrics
ETF2100
Synopsis
Econometrics is a set of research tools employed across the economics and business disciplines. This unit covers the basic tools for estimation in the context of simple and multiple linear regression, the sampling properties of the least squares estimator, statistical inference and hypothesis testing. It also covers regression with dummy variables, model specification issues and estimation problems when least squares assumptions are violated.
Sourced from the Monash Handbook 2026.
Quick facts
- Credit points
- 6
- Level
- 2
- Audience
- Undergraduate
- Type
- Coursework
- School
- Faculty of Business and Economics
- Faculty
- Department of Econometrics and Business Statistics
- Handbook year
- 2026
Prerequisites (8)
- Business statisticsETB1100
- Business and economic statisticsETC1000
- Business statisticsETF1100
- Introduction to statistical analysisETW1001
- Business statisticsETX1100
- Business information analysisFIT1006
- Introduction to statistical reasoningSCI1020
- Statistical methods for scienceSTA1010
What it unlocks (27)
- Empirical strategies for policy evaluationECX5479
- Principles of econometricsETC3400
- Applied econometricsETC3410
- Applied time series econometricsETC3450
- Financial econometricsETC3460
- Applied forecastingETC3550
- Advanced statistical modellingETC3580
- Principles of econometricsETC5340
- Applied econometricsETC5341
- Applied time series econometricsETC5345
- Financial econometricsETC5346
- Applied forecastingETC5550
- Advanced statistical modellingETC5580
- Applied econometricsETF3200
- Business forecastingETF3231
- Quantitative methods for financial marketsETF3300
- Quantitative analysis of limited dependent variablesETF3600
- Business forecastingETF5231
- Applied econometricsETF5320
- Quantitative methods for financial marketsETF5330
- Quantitative analysis of limited dependent variablesETF5600
- Time series forecasting: Principles and practiceETW3420
- Applied time series for policy analysisETW3450
- Financial modelling and analyticsETW3481
- Applied econometrics for behavioural modellingETW3510
- High dimensional data analysisETX3500
- High dimensional data analysisETX5500
Offerings (2)
- First semesterCaulfield · BLENDED
- Second semesterCaulfield · ON-CAMPUS
Listed in 4 areas of study
- Business analytics and statisticsCore units
- Business analytics and statisticsAdditional core unit
- Economics and business strategyEmpirical economics
- Financial econometricsCore units