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EC3414:03

Econometrics 3B

Townsville

HECS Band 2

26 hours lectures, 24 hours tutorials. Semester 2.

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%).