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Unit of study_

ECON4998: Special Topic in Econometrics 1

This unit of study facilitates access to econometrics units outside the Honours program, such as those offered at postgraduate level. As such, the topic and availability of the unit varies from semester to semester, and students should seek the approval of the Honours coordinator to enrol.

Code ECON4998
Academic unit Economics
Credit points 6

At the completion of this unit, you should be able to:

  • LO1. become familiar with the stylised facts of financial data and with the econometric methods for analysing such data
  • LO2. understand the key features of the classic and latest econometrics models used in financial economics
  • LO3. implement the econometric models in statistical packages, apply them to the data, and interpret the output from these models

Unit outlines

Unit outlines will be available 2 weeks before the first day of teaching for the relevant session.