ETF5320 Applied econometrics
Faculty of Business and Economics
ETF5320 Applied econometrics is a level 5, 6-credit-point, postgraduate unit from the Faculty of Business and Economics, offered in 2021 in Semester 2 at Caulfield. It needs ETF2100, ETF5910, ETC2410, ETW2510 or ETC3440 and unlocks 3 units.
- Credit points
- 6
- Offered in 2021
- Semester 2
- Caulfield
- Assessment
- Exam 60%
- and 1 other task
- Workload
- 144 hours
- per semester
This is the 2021 handbook entry. See the 2027 entry.
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Requisites
Before ETF5320
Prerequisites
Pass these before you enrol.
Prohibitions
You can't enrol if you have passed any of these.
After ETF5320
3 units list ETF5320 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 estimations, simultaneous equations models, models for time-series data and panel data. EViews computer software is used to carry out data analysis and estimation.
Offerings in 2021
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Caulfield | On campus |
Assessment
- Within semester assessment40%
- Examination60%
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 panel data models.
Workload and teaching
- Teaching approachActive learning
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.
Contacts
- Chief Examiners
- Dr Denni Tommasi
Common questions
What are the prerequisites for ETF5320?
You need ETF2100, ETF5910, ETC2410, ETW2510 or ETC3440 before you enrol.
What can I take after ETF5320?
ETF5320 is a prerequisite or corequisite for 3 units, including ETC5420, ETC5441 and ETF5200.
When is ETF5320 offered?
In 2021, ETF5320 runs in Semester 2 at Caulfield.
How much work is ETF5320?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does ETF5320 have an exam?
Yes. The exam is worth 60% of the final mark, alongside 1 other task.