Unit details
MAF723 - Business and Financial Econometrics
| Offered at: | (B) |
|---|---|
| Credit point(s): | 1 |
| Offerings: | Trimester 2 |
| EFTSL value: | 0.125 |
| Unit chair: | S Sharma |
| Prerequisite: | MAF759 |
| Corequisite: | Nil |
| Incompatible with: | Nil |
| Contact hours: | 1 x 2 hour lecture, 1 x 1 hour lab per week |
| Note: Online teaching methods require internet access. Please refer to the most current computer specifications. | |
Content
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.
Assessment
Written Assignment 3000 words 30%, Test (In Class) 20%, Examination 2 hours 50%
Unit Fee Information
| Student Contribution Rate* | Student Contribution Rate** | Fee rate - Domestic Students | Fee rate - International students |
| $1224 | $1224 | $2777 | $3467 |
* 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.
