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Introductory applied econometrics
ETF5910
Synopsis
Econometrics is a set of research tools employed not only in economics but also in 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. Statistical analysis software is used as the software package.
Sourced from the Monash Handbook 2026.
Quick facts
- Credit points
- 6
- Level
- 5
- Audience
- Postgraduate
- Type
- Coursework
- School
- Faculty of Business and Economics
- Faculty
- Department of Econometrics and Business Statistics
- Handbook year
- 2026
Prerequisites (12)
- Business statisticsETB1100
- Business and economic statisticsETC1000
- ETC5900ETC5900
- Business statisticsETF1100
- ETF5900ETF5900
- Business statisticsETM5900
- Introduction to statistical analysisETW1001
- Business statisticsETX1100
- Business statisticsETX5900
- Business information analysisFIT1006
- Introduction to statistical reasoningSCI1020
- Statistical methods for scienceSTA1010
What it unlocks (14)
- Empirical strategies for policy evaluationECX5479
- Principles of econometricsETC5340
- Applied econometricsETC5341
- Applied time series econometricsETC5345
- Financial econometricsETC5346
- Applied forecastingETC5550
- Advanced statistical modellingETC5580
- Business forecastingETF5231
- Applied econometricsETF5320
- Quantitative methods for financial marketsETF5330
- Case studies in applied econometricsETF5560
- Quantitative analysis of limited dependent variablesETF5600
- Data visualisation and communicationETF5922
- High dimensional data analysisETX5500
Offerings (3)
- First semesterCaulfield · BLENDED
- Second semesterCaulfield · ON-CAMPUS
- November teaching periodCaulfield · ON-BLK
Listed in 2 areas of study
- Data analytics for businessIntermediate units
- Economics and healthAdditional Economics and health units