ETX5551 · Advanced topics in econometrics and business statistics 1

Overview

In this unit you will analyse, explore and report on recent methodological advances in econometrics and business statistics and their application. Topics may include asymptotic theory, Bayesian inference, causal inference, computational statistics, optimisation, high-dimensional time series, non- and semi-parametric methods, panel data and factors models, amongst others.

Offerings

Assessment

The Handbook lists an examination for this unit.

Assessment details may change. Please refer to the assessment information in Moodle closer to the start of the teaching period.

Requisites

The Handbook lists no prerequisite, corequisite or prohibition for this unit.

Learning outcomes

1. understand recent methodological developments at the forefront of econometrics and business statistics research
2. develop skills to enable you to implement the latest innovations
3. provide insights into the impact of such methodological developments on the theory and practice of econometrics and business statistics.

Workload

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.

Student experience, not official rules. Nothing here changes what the Handbook says.