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MAE901 - Econometric Theory

Year:

2022 unit information

Enrolment modes:

Not offered in 2022

Credit point(s):1
EFTSL value:0.125
Previously:Business and Financial Econometrics
Cohort rule:

Must be enrolled in M800 or M900.

Prerequisite:

Nil.

Corequisite:Nil
Incompatible with:

MAE723, MAF723

Typical study commitment:

Students will on average spend 150 hours over the teaching period undertaking the teaching, learning and assessment activities for this unit.

Scheduled learning activities - campus:

1 x 3 hour class per week

Content

This course uses a wide variety of econometric tools based on statistics and mathematics to analyse economic and financial concepts. This course provides the techniques required to quantify the strength and form of relationships among variables of interest, and the strategies needed in order to use these techniques effectively. More specifically this course covers the theory of classical linear regression model, and other estimation methods including IV, GMM and maximum likelihood. The second half of this course will focus on special topic in micro-econometric modeling and time series analysis.

ULO These are the Learning Outcomes (ULO) for this unit. At the completion of this unit, successful students can: Deakin Graduate Learning Outcomes
ULO1 Use econometric software for their empirical research

GLO1: Discipline-specific knowledge and capabilities
GLO3: Digital literacy
ULO2 Understand standard and advanced econometric methods

GLO1: Discipline-specific knowledge and capabilities
GLO3: Digital literacy
GLO4: Critical thinking
ULO3 Be able to choose and apply an econometric method (s) to their specific research question

GLO1: Discipline-specific knowledge and capabilities
GLO3: Digital literacy
GLO4: Critical thinking
GLO5: Problem solving

These Unit Learning Outcomes are applicable for all teaching periods throughout the year

Assessment

Assessment Description Student output Grading and weighting
(% total mark for unit)		 Indicative due week

Assessment 1: (Individual) Problem Sets 

 approx. 1000 words 15% Information not yet available

Assessment 2: (Individual) Problem Sets 

 approx. 2000 words 25% Information not yet available
Examination (Closed Book) 3 hours 60% Exam period

The assessment due weeks provided may change. The Unit Chair will clarify the exact assessment requirements, including the due date, at the start of the teaching period.

Hurdle requirement

Hurdle requirement: Achieve at least 50% of the marks available on the examination.

Learning Resource

The texts and reading list for the unit can be found on the University Library via the link below: MAE901 Note: Select the relevant trimester reading list. Please note that a future teaching period's reading list may not be available until a month prior to the start of that teaching period so you may wish to use the relevant trimester's prior year reading list as a guide only.

Unit Fee Information

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