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  • Research ProjectECOM90021

    Offered:Semester 2Year:2018

    This subject provides students with the experience of carrying out research independently on specific topics. The student is required to conduct and present the results of an independent piece of applied econometrics research both orally and as an extended essay.

  • Basic EconometricsECOM90001

    Offered:Semester 1Year:2018

    This subject examines multiple regression analysis and its use in economics, management, finance, accounting and marketing. Topics will include the properties of estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation. Empiri...

  • Applied Microeconometric ModellingECOM90003

    Offered:Semester 2Year:2018

    This subject examines estimation and testing of microeconometric models based on cross-sectional and panel data and quantitative and limited dependent variables. Illustrative application topics normally will include labour economics, consumer demand and finance. The computer software used is Stata.

  • Treatment Effects and Program EvaluationECOM90023

    Offered:Semester 1Year:2018

    This subject aims to familiarize students with the tools commonly used for identifying and estimating tretment effects and evaluating programs and policies. Topics to be covered include the use and interpretation of Difference in Difference, Instrumental Variables, and Regression Discontinuity De...

  • MacroeconometricsECOM40003

    Offered:Semester 1Year:2018

    This subject provides an advanced discussion of the main techniques used in macroeconometric analysis. The topics covered in this course will be selected from the following broad areas: (1) Univariate analysis of stationary and non stationary series including ARIMA possesses, unobserved component...

  • Advanced Econometric Techniques 2ECOM90014

    Offered:Semester 2Year:2018

    The aim of this subject is to take the skills developed in ECOM90005 Advanced Econometric Techniques and use them to explore the main techniques for analysing a variety of econometric problems.

  • Advanced Studies in Econometrics 2ECOM90019

    Offered:Semester 2Year:2018

    The substantive content of the Advanced Studies subject will include current research projects being conducted by Faculty staff and/or visiting scholars. Alongside the Economics Thesis Workshop, which enhances the preparation of the student’s research project, Advanced Studies will provide gradu...

  • MicroeconometricsECOM40001

    Offered:Semester 2Year:2018

    The specification, estimation and testing of a range of models used to analyse microeconometric data is examined. The models to be considered may include discrete choice models, models for censored and truncated data, models of duration data, models with self-selectivity, models of count data, an...

  • Basic EconometricsECOM30001

    Offered:Semester 1Year:2018

    This subject examines multiple regression analysis and its use in economics, management, finance, accounting and marketing. Topics will include the properties of estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation. Empiri...

  • Econometrics 2ECOM30002

    Offered:Semester 1, Semester 2Year:2018

    Extensions of the multiple regression model are examined. Topics include non-linear least squares, maximum likelihood estimation and related testing procedures, generalised least squares, heteroskedasticity, autocorrelation and models with stochastic regressors. Limited dependent variable and pan...

  • Life ContingenciesACTL90005

    Offered:Semester 2Year:2018

    This subject applies previous studies in the areas of financial mathematics, survival modelling, stochastic processes and graduation to life insurance and superannuation products. Specifically, the subject considers pricing and reserving for life insurance policies issued to single lives or to co...

  • Mathematics of Finance IIIACTL90003

    Offered:Semester 1Year:2018

    The binomial model; risk-neutral pricing of derivative securities; introduction to Ito's formula and SDEs; stochastic asset models; Black-Scholes model; arbitrage and hedging; interest-rate models; actuarial applications.

  • Research MethodsECOM90022

    Offered:Semester 1Year:2018

    This subject provides an overview of research methodology. It aims to introduce a range of skills that are likely to be encountered during the completion of a Research Project as well as in future research and professional work. These skills will include identifying and applying the appropriate e...

  • EconometricsECOM90002

    Offered:Semester 1, Semester 2Year:2018

    Extensions of the multiple regression model are examined. Topics include non-linear least squares, maximum likelihood estimation and related testing procedures, generalised least squares, heteroskedasticity, autocorrelation and models with stochastic regressors. Limited dependent variable and pan...

  • Econometric TechniquesECOM90013

    Offered:Semester 1Year:2018

    Estimation and inference techniques for models involving a single equation and systems of equations are introduced. Normally topics include asymptotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimation, seemingly unrelated regression models, ...

  • Computational Economics and BusinessECOM90020

    Offered:Semester 1Year:2018

    This subject covers the application of computer based techniques to solve the problems encountered in economics and business. The techniques covered include the construction and use of hierarchical data sets, the use of multivariate graphics and statistics in the context of data mining applicatio...

  • Econometrics of Markets and CompetitionECOM90017

    Offered:Semester 2Year:2018

    This course teaches students how to build econometric models from economic theory to investigate how markets operate, and evaluate policy-relevant questions. Applicants of econometric tools developed in this course will be highlighted in various fields of economics including industrial organizati...

  • MacroeconometricsECOM90007

    Offered:Semester 1Year:2018

    This subject provides an advanced discussion of the main techniques used in macroeconometric analysis. The topics covered in this course will be selected from the following broad areas: (1) Univariate analysis of stationary and non stationary series including ARIMA possesses, unobserved component...

  • Modelling the Australian MacroeconomyECOM40005

    Offered:Semester 2Year:2018

    This subject examines the use of macroeconomic models in economic policy analysis. The overall aim of the course is to discuss system approaches to estimating the macro-economy. Special attention will be paid to the SVAR and DSGE approaches and the relationship between them. The course will also ...

  • Special Topics in Adv. Econometrics 2ECOM90015

    Offered:Semester 1Year:2018

    Special topics may be offered from time to time which reflect the interests of permanent and/or visiting members of staff. The purpose of this subject is to develop the research ability of students through intensive discussion of set readings. Details of specific topics to be covered each year wi...