The unit presents the basic statistical and econometric methodology in model building and model evaluation in general, and the treatment of autocorrelation, lagged relationship, qualitative variables, multicollinearity and heteroscedasticity, in particular it covers estimation and evaluation of multiple regression models, and testing for the validity of various theories in the areas of business. It also introduces the recent literature on unit root and cointegration in business data analysis. EViews computer software will be used to carry out data analysis and applied research projects. -- Course Website
Instructor: Professor Rob Brooks
Prerequisites: ETW2111 or ETX2121
