Normally topics will include current techniques used in forecasting in finance, accounting and economics such as regression models, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, cointegration and forecast evaluation, ARCH models. The computer software used is EVIEWS. -- Course Website
Prerequisites: ECOM9002 Econometrics or ECOM90001 Basic Econometrics Subject Study Period Commencement: Credit Points: ECOM90002 Econometrics Semester 1 12.50 ECOM90001 Basic Econometrics Semester 1 12.50