ETF3200 Applied econometrics
Faculty of Business and Economics
ETF3200 Applied econometrics is a level 3, 6-credit-point, undergraduate unit from the Faculty of Business and Economics, offered in 2020 in Semester 2 at Caulfield. It needs ETS2410, ETC2410, ETW2410, ETC3440 or ETF2100 and unlocks 3 units.
- Credit points
- 6
- Offered in 2020
- Semester 2
- Caulfield
- Workload
- 144 hours
- per semester
This is the 2020 handbook entry. See the 2027 entry.
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Requisites
Before ETF3200
Prerequisites
Pass these before you enrol.
Prohibitions
You can't enrol if you have passed any of these.
After ETF3200
3 units list ETF3200 as a prerequisite or corequisite.
Equivalent units
The same content under another code. Only one of them counts.
Overview
This unit presents econometric models and techniques that are widely used in applied econometrics. The topics covered are linear regression models with random regressors, method of moments and instrumental variables estimation; simultaneous equations models; models for time-series data; introduction to maximum likelihood estimation; models for discrete dependent variables and models for panel data. EViews computer software is used to carry out data analysis and estimation.
Offerings in 2020
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Caulfield | On campus |
Learning outcomes
When you finish this unit, you should be able to:
- 1
conduct statistical inference in linear regression models with random regressors using the method of moments and the instrumental variables estimators
- 2
conduct statistical inference for simultaneous equations models
- 3
understand the statistical properties of non-stationary macroeconomic time series data and how to model the long-run relationships among co-integrated time series
- 4
conduct statistical inference in models with discrete dependent variables
- 5
conduct statistical inference in panel data models.
Workload and teaching
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
Where it fits
ETF3200 is part of 2 areas of study in the 2020 handbook.
Contacts
- Chief Examiners
- Dr Denni Tommasi
Common questions
What are the prerequisites for ETF3200?
You need ETS2410, ETC2410, ETW2410, ETC3440 or ETF2100 before you enrol.
What can I take after ETF3200?
ETF3200 is a prerequisite or corequisite for 3 units, including ETC5420, ETC5441 and ETF5200.
When is ETF3200 offered?
In 2020, ETF3200 runs in Semester 2 at Caulfield.
How much work is ETF3200?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Which majors and minors include ETF3200?
ETF3200 is part of Business statistics.