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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
ETC4340 Principles of econometrics Introduces the core principles underlying econometric and statistical analysis: models and data structures, the general linear model, the likelihood principle, maximum likelihood, inference
ETC4341 Applied econometrics Econometric analysis of economic data (macro and micro): simultaneous systems, limited dependent variables, panel data
ETC4344 Introductory econometrics 'Hands on' data analysis: regression models, properties and shortcomings of the model, testing hypotheses, alternative functional forms and dummy variables, modelling survey data
ETC4345 Time series analysis for business and economics Introduction to modern time series methods: ARMA models, stochastic and deterministic trends, unit roots and cointegration, vector autoregressions.
ETC4346 Financial econometrics The statistical characteristics of financial data, asset pricing models, volatility models, ARCH
ETC4350 Survey data analysis Multivariate analysis of variance, principal components, factor analysis, discrete choice models
ETC4351 Modelling in finance and insurance Options and other financial derivatives; probability models; random processes; Monte Carlo methods
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.