MAE406 - Business and Financial Econometrics
|Year||2015 unit information|
|Enrolment modes:||Trimester 1: Burwood (Melbourne)|
|Cohort rule:||(For Bachelor of Commerce (Honours) students only)|
1 x 2 hour class, 1 x 1 hour lab per week
The unit starts with reviewing univariate regression analysis and then extends towards multivariate regression analysis. In the first part of the unit, after analysing simple regression model, inference in multiple regression models and problems of relaxing classical assumptions, i.e., heteroskedasticity and autocorrelation, will be studied. The second part of the unit will analyse nonlinear time series models to track volatility (ARCH, GARCH, ARCH-M, GARCH-M, EGARCH, TARCH, APARCH AND IGARCH models) and panel data analysis including extensions to panel unit root testing and panel cointegration testing.
Written Assignment 3000 words 30%
Examination 2 hours 50%
Unit Fee Information
|Student Contribution Rate*||Student Contribution Rate**||Fee rate - Domestic Students||Fee rate - International students|
* Rate for all CSP students, except for those who commenced Education and Nursing units pre 2010
** Rate for CSP students who commenced Education and Nursing units pre 2010
Please note: Unit fees listed do not apply to Deakin Prime students.