EC3414:03
Econometrics 3B
| Townsville | HECS Band 2 |
26 hours lectures, 24 hours tutorials. Semester 2.
Staff: Dr R Beg.
Difference and differential equations; maximum likelihood; Monte Carlo simulation; conceptual basis of time series analysis; ARCH/GARCH processes; Box-Jenkin methodology of modelling stationary and non-stationary time series; unit root(s) and cointegration tests; simultaneous equation model; VAR and VEC modelling of multiple time series and forecasting.
Learning Objectives:
- to provide a sound knowledge of the theory and general application of time series econometrics software packages to carry out research and analysis.
Assessment by assignments (30%); end-of-semester formal examination (70%).