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Reviews

This course helps you to understand how econometrics can be applied to finance. You will be working on time series models for the whole semester. I strongly recommend final year econometrics student to take this course - it will be a WAM booster based on all the knowledge you've already learnt in 3000 levels. However, it will be challenging in some way for students who just did ECMT1020.

Anonymous, Semester 2, 2018

Tricky subject. What I enjoyed were the consistent assessments (weekly homework) that made you keep up to date with the course content. What I disliked was the lack of introduction/resources on matlab and often lack of intuitive explanation of key concepts on time series etc. I often found it very tempting to wrote learn derivations or test methods (particularly in time series) and was only able to properly understand what was going on by looking to external resources outside of the 2130 slides (e.g. textbook and YT videos).

Anonymous, Semester 2, 2016