La Trobe University - ECM1002: Econometrics

ECM1002: Econometrics provides you with the necessary skills in statistical and econometric techniques to carry out independent empirical research. This subject presents the theory of multiple regression used to estimate and test the validity of economic and financial relationships. You will study OLS estimation, the Gauss-Markov Theorem, diagnostic tests and GLS estimation. You will also study the applications of these techniques to various empirical examples using Eviews software.

On successful completion you will be able to: 

• critically analyse a statistically estimated model of an economic or financial relationship;

• demonstrate an understanding of statistical formulas and apply them to specific examples;

• use a statistical software package to estimate a model using economic and financial data and carry out hypothesis tests;

• demonstrate an understanding of the properties of good estimators, the Gauss-Markov Theorem, and the assumptions required; and,

• effectively communicate the results of the model estimation.

SUBJECT CODE

SUBJECT NAME

ACC2CAD

Cost Information for Decision Making

ACC2CRE

Financial Accounting and Reporting

ACC3AFA

Advanced Accounting

ACC3TAX

Taxation

BUS1002

Business Analysis and Modelling

BUS1BUE

Markets, Policy and the Economy

ECM2001

Economic Data Analysis

ECO2CFC

Consumers, Firms and Competition

FIN1FOF

Fundamentals of Finance

FIN2002

Corporate Finance

FIN2SEV

Investment Securities

FIN3001

Derivatives and Risk Management

FIN3IPM

Portfolio Management

LST1001

Introduction to Business and Company Law

MGT1OBE

Organisational Behaviour

MKT1003

Marketing Fundamentals

MKT1MDP

Principles and Practices of Marketing