University Subjects
ETC4541: Bayesian Time Series Econometrics
ETC4541: Bayesian Time Series Econometrics
- University
- Monash University
- Subject Link
- View Subject
- Tags
- Commerce Econometrics
LifeisaConstantStruggle
3 years ago
- Assessment
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3x Assignments (39%) Questions pertaining towards the lecture slides, alongside some coding and simulation tasks. Quite typical of an ordinary econometrics unit. Not too hard but not easy too.
2x Learning Diaries (6%) Just a record of what youve learnt and some reflections, pretty easy task.
1x Final Exam (55%) Exam was quite lengthy, found it hard to finish with good answers but I thought it wasnt the hardest paper ever. - Comments
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I think a lot of people might have read about Bayesian statistics, but are usually unclear on how to explain them. Its not a crazy awesome statistical paradigm that everyone should follow (otherwise people would be disappointed) but its quite useful nonetheless.
Bayesian statistical inference is different by - Lecturer(s)
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Associate Professor Catherine Forbes a lot of people dont like her ETC2420 unit, which she doesnt teach anymore. But I thought she was quite good in this unit, in terms of answering questions and providing support as well. Definitely way better than ETC2420.
- Past Exams Available
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Several
- Rating
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4 out of 5
- Recorded Lectures
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Yes, with screen capture
- Textbook Recommendation
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Introduction to Bayesian Econometrics Greenberg Gives a very brief overview of each item we discuss in the unit, but not very useful beyond that. There are also some non-time series econometrics stuff that we dont go through, and its quite interesting to read especially when you do the unit alongside ETC4420 - Microeconometrics, which teaches the frequentist equivalent of some of the equivalent models.
- Workload
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2x 1.5 hour lectures per week
3x 2 hour tutorials the entire semester - Year & Semester Of Completion
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S1 2021
- Your Mark / Grade
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93 HD
- State
- VIC
- Type
- University
- Courses
- 179
- Campuses
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Caulfield Churchill City Clayton Parkville Peninsula
Please note that these statistics simply refer to the information we have in our database. This is not an exhaustive list of courses offered at Monash University. Please refer to the institution's website for the most current information.
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