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. Empirical assignments undertaken by the student form an integral part of the subject. -- Course Website
Prerequisites: Entry into the Master of Commerce (Finance) 202AF. ECON20003 Quantitative Methods 2 and one of ECON20001 Intermediate Macroeconomics or ECON20002 Intermediate Microeconomics or FNCE20001 Business Finance. Subject Study Period Commencement: Credit Point