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EBS Units & Courses — Econometrics Honours

This page lists the units available as part of the Econometrics Undergraduate Honours program, with links to the Handbook entry for each unit. See Honours Courses in Econometrics for material relating to the structure of the course itself and admission requirements.

The equivalent list of first to third year units can be found here.

Code

Name

Brief Description
ETC4010 Special reading unit in econometrics honours Develop an understanding of the key academic literature, and learn how to undertake original research
ETC4400 Econometric theory Generalized method of moments, instrumental variables, identification, asymptotics, optimal inference
ETC4410 Applied econometrics 2 A critical review of recent empirical work in econometrics and related policy implications, with an emphasis on producer and consumer supply and demand models.
ETC4420 Microeconometrics Techniques for modelling micro-level data in economics, finance and marketing: covers discrete individual choice data, censored and truncated data and panel data. [Unit Outline]
ETC4430 Quantitative economic policy Surveys contemporary macroeconometric and general equilibrium models as they are used for policy analysis. Applications include fiscal and tax policy, trade and tariffs, and industry policy.
ETC4460 Financial econometrics 2 Introduces students to current techniques used in analysing financial data. Includes time-varying volatility models, Value at Risk, duration models, and option pricing.
ETC4480 Optimization for management Business analysis and business modelling. Methods for optimising business decision-making, including linear and non-linear programming, network programming, and dynamic programming
ETC4541 Special topics in econometrics An introduction to current methodological developments in econometric research. Topics may include Bayesian econometrics, simulation techniques, non-Gaussian time series, distribution theory, non-parametric inference, panel data, and latent variables.
ETC4860 Issues seminar The student will develop and present a short piece of research into an area of econometrics or statistics.