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ETW3200
Quantitative business analysis
Unit Guide
Semester 1, 2010
The information contained in this unit guide is correct at time of publication. The University has the right
to change any of the elements contained in this document at any time.
Last updated: 25 Feb 2010
Table of Contents
ETW3200 Quantitative business analysis - Semester 1, 2010...............................................................1
Chief Examiner:...............................................................................................................................1
Lecturer(s) / Leader(s):....................................................................................................................1
Berwick................................................................................................................................1
Tutor(s):.......................................................................................................................................................1
Introduction..................................................................................................................................................2
Unit synopsis...............................................................................................................................................2
Learning outcomes......................................................................................................................................2
Contact hours..............................................................................................................................................2
Further unit information...............................................................................................................................2
Workload.....................................................................................................................................................2
Unit relationships.........................................................................................................................................2
Prerequisites....................................................................................................................................2
Prohibitions......................................................................................................................................3
Teaching and learning method....................................................................................................................4
Timetable information......................................................................................................................4
Unit Schedule..................................................................................................................................4
Unit Resources............................................................................................................................................6
Prescribed text(s) and readings.......................................................................................................6
Recommended text(s) and readings................................................................................................6
Blackboard (MUSO).........................................................................................................................6
Q Manual.........................................................................................................................................7
Required software and/or hardware................................................................................................7
Assessment.................................................................................................................................................8
Assessment Summary.....................................................................................................................8
Faculty assessment policy...............................................................................................................8
Hurdle requirements........................................................................................................................8
Second marking...............................................................................................................................8
Return of final marks........................................................................................................................8
Applications for extension of time....................................................................................................8
Additional assessment information..................................................................................................8
Assessment tasks............................................................................................................................9
Assessment task 1...........................................................................................................................9
Assessment task 2...........................................................................................................................9
Assessment task 3.........................................................................................................................10
Examinations.................................................................................................................................11
Examination 1................................................................................................................................11
Special consideration.....................................................................................................................11
Assessment criteria - grading descriptors table.............................................................................12
Appendix....................................................................................................................................................13
ETW3200 Quantitative business analysis - Semester 1, 2010
Chief Examiner:
Professor Robert Brooks
Lecturer(s) / Leader(s):
Berwick
Dr Jill Wright - Lecturer - Weeks 8-13 and Unit Coordinator
Professor Robert Brooks - Lecturer - Weeks 1-7
Tutor(s):
1
Introduction
Welcome to ETW3200 Quantitative Business Analysis.
Unit synopsis
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.
Learning outcomes
The learning goals associated with this unit are to:
conduct linear regression analysis for business and economic applications•   
conduct the diagnostic tests for regression•   
evaluate the time series properties of business and economic time series•   
estimate the long run relationship among time series in business and economics•   
test for the causality among business and economic time series.•   
Contact hours
One 2-hour lecture and one 1-hour tutorial per week
Further unit information
The tutorial is held in the hour before the lecture, and there will be a tutorial in Week 1.
Workload
This is a 6 credit point unit, with an expected student time commitment of 12 hours per week.
The total time commitment expected for this unit is 156 hours. In addition to the 39 hours of class contact
(on-campus students), you should plan to spend an additional 117 hours during the semester in study for
this unit. This includes time spent in preparing for and completing assessment tasks, together with time
spend in general study, revision and examination preparation.
Unit relationships
Prerequisites
ETW2111 or ETX2121
ETW3200 Quantitative business analysis - Semester 1, 2010
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Prohibitions
ETC2400, ETC2410, ETC3440, ETC4344
ETW3200 Quantitative business analysis - Semester 1, 2010
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Teaching and learning method
This unit will be presented in a 2 hour lecture and a 1 hour tutorial each week for 13 weeks.
Computer lab/Tutorial: Tuesday 11.00 - 12.00, Location BE903/G100
Lecture: Tuesday 12.00 - 2.00 - Location: BE902/G68
The tutorial classes are mostly lab sessions where EVIEWS are used with actual data sets. All course
materials, including lecture notes, tutorial materials, data sets, and assignments, can be accessed by
logging into the unit home page. You should download lecture notes, tutorial questions and data sets
from the unit home page and bring them to lectures or tutorials.
Timetable information
For information on your timetable, including tutorial allocation if required, please refer to:
http://allocate.its.monash.edu.au/
Unit Schedule
Week Topic References/Readings Key dates
1 Regression: Basics and simple regression Chapters 1, 2
2 Statistical Inference: Confidence intervals and
Hypothesis testing
Chapter 3
3 Goodness to Fit: R2 and Functional Forms Chapter 4
4 Multiple Regression: Estimation Chapter 5
5 Multiple Regression: Testing Chapter 6
Mid semester break
6 Dummy Variables: Dummy variable models Chapter 7
7 Heteroskedasticity: Concept, Testing and GLS Chapter 8
8 Autocorrelation: Concept, Testing and GLS Chapter 9
9 Simultaneous Equation Models: Identification and
2-stage Least squares estimation
Chapter 11
10 Time Series Analysis: Stationarity, Random Walk,
Spurious Regression
Chapter 12
11 Unit Root Testing and Cointegration: Estimation
and Testing
Chapter 12
12 Cointegration: Review Chapter 12
13 UNIT REVISION: (According to university
regulations, week 13 is revision week)
Tutorial Program
For details of the weekly tutorial program please see the weekly program unit's MUSO site.
Students should note that the lecture and tutorial programs outlined above are a guide to the
material to be covered in this unit and not a definitive statement of when that material will be
ETW3200 Quantitative business analysis - Semester 1, 2010
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covered. Specific details relating to the timing will be discussed in lectures and tutorials and
posted on MUSO unit website.
ETW3200 Quantitative business analysis - Semester 1, 2010
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Unit Resources
Prescribed text(s) and readings
Hill, R.C., Griffiths, W.E and G.C. Lim (2008), Principles of Econometrics, Third Edition, John Wiley &
Sons
Griffiths, W.E., R.C. Hill  and G.C. Lim (2008), Using EViews for Principles of Econometrics, Third
Edition, John Wiley & Sons
Recommended text(s) and readings
Blackboard (MUSO)
All unit and lecture materials, plus other information of importance to students, are available
through the MUSO (Monash University Studies Online) site. You can access MUSO via the
My.Monash Portal:  http://my.monash.edu.au
•   
Under “Online Systems” click the MUSO hyperlink
In order for your MUSO unit(s) to function correctly, your computer needs to be set up and certain
programs may need to be installed such as a compatible Java version (eg version 1.5.0). This can easily
be done by going to http://www.monash.edu.au/muso/support/students/browserset.html to update the
relevant software.
You can contact MUSO Support by:
Jobdesk: http://jobdesk.monash.edu.au/login/index.cfm?jobdesk_id=14
Email: muso.support@calt.monash.edu.au
Phone: (+61 3) 9903-1268
Operational hours (Monday – Thursday) – local time
Australia: 8 am to 10 pm (8pm Non Teaching period)
Malaysia: 6 am to 8 pm (6 pm Non Teaching period)
South Africa: 11pm to 1pm (11 am Non Teaching period)
Operational hours (Friday) – local time
Australia: Australia: 8 am to 8 pm
Malaysia: 6 am to 6 pm
South Africa: 11pm to 11 am
Operational hours (Saturday-Sunday) – local time (Teaching and Exam Period Only)
Australia: 1 pm to 5 pm
Malaysia: 11 am to 3 pm
South Africa: 4 am to 8 am
Further information can be obtained from the following site
http://www.monash.edu.au/muso/support/index.html
ETW3200 Quantitative business analysis - Semester 1, 2010
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Q Manual
For referencing, essay/report writing structure, etc. url:
http://www.buseco.monash.edu.au/publications/qmanual
Required software and/or hardware
EVIEWS computer software will be used to carry out data analysis and applied research projects. It is
available in the Computer labs G99 and G100 at Berwick campus. A student version is also included with
the EViews textbook supplement. The textbook, supplement, and EViews software are available from the
Berwick campus bookstore as a shrink-wrapped package, at a considerable saving.
ETW3200 Quantitative business analysis - Semester 1, 2010
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Assessment
Assessment Summary
Within semester assessment: 50%
Examination (2 hours): 50%
Faculty assessment policy
For information regarding assessment policy, please refer to the appendix at the end of this Unit Guide.
Hurdle requirements
Your final mark in the unit will be the sum of the marks obtained in the individual assessment items
except in the case where you fail the unit solely because of failure to satisfy the hurdle requirement.
The learning objectives for this unit require a student to demonstrate the acquisition of a comprehensive
understanding of the topics covered by this unit in the final exam. Consistent with these learning
objectives you must obtain a mark of 50 or more on the aggregate of your individual assessment items
and a mark of at least 40% on the final exam to obtain a passing grade in this unit. The final exam
performance is the hurdle requirement for this unit and where you fail the unit solely because of failure to
satisfy the hurdle requirement a final mark of 45 will be returned.
Second marking
For information regarding second marking practice, please refer to
http://www.buseco.monash.edu.au/asg/agu/policies/written-assign.html#secmark
Return of final marks
The final mark that a student receives for a unit will be determined by the Board of Examiners on the
recommendation of the Chief Examiner taking into account all aspects of assessment. The final mark for
this unit will be released by the Board of Examiners on the date nominated in the Faculty Calendar.  
Applications for extension of time
For information regarding extensions of time, please refer to
http://www.buseco.monash.edu.au/asg/agu/policies/written-assign.html#extoftime
Additional assessment information
Faculty Style Guide:
Work submitted for this assessment must follow the Faculty Style as outlined in the Faculty Q Manual.
Copies of this Manual can be obtained at the bookshp or on line at:
http://www.buseco.monash.edu.au/publications/qmanual/
ETW3200 Quantitative business analysis - Semester 1, 2010
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Assessment tasks
Assessment task 1
Title:
Assignment 1
Learning objectives assessed:
Tests objectives 1 & 2.
Assignment 1 is focused on the estimation and interpretation of results from the multiple
regression model. The econometric modelling work will be done using Eviews.
Weighting:
15%
Task details:
The assignment questions and data are available on the ETW3200 website at
Home Page>Assessment>Assignment 1
Note: For all tests clearly state the null and alternative hypotheses, the statistic and
distribution that you use, and the associated p-values or critical values. Copy and paste
output from Eviews in to your Word document in the place where that output is relevant to
the question.
Due date:
5:00pm on Thursday April 1 2010.
Submission details:
Assignments can be submitted in either of two ways:
Reports should be placed in Robert Brooks’ mailbox at the Berwick campus, although an
email submission to robert.brooks@buseco.monash.edu.au is also acceptable. In the
case of email submission, a signed coversheet should be submitted at the next lecture.
Note that this is an individual project. Your report should be a Microsoft Word document.
Return of marks:
Assignments will be returned to students within eleven working days of submission
Assessment coversheet:
Work submitted for assessment must be accompanied by a completed copy of the
Assignment cover sheet which has been signed by the student. NO Assignment will be
accepted or marked if it is not accompanied by a signed Assignment cover sheet.
Assignments which are lodged electronically must be sent from
Your.Name@student.monash.edu.au email address and must include an electronic copy
of the Assignment cover sheet.  Alternatively the signed cover sheet can be submitted at
the next lecture. Electronic lodgement from any other email addresses will not be
accepted.
•   
Assessment task 2
Title:
Assignment 2
Learning objectives assessed:
Tests objectives 1 & 2 - Assignment 2 follows on from Assignment 1 and uses those
results as a base for conducting diagnostic tests on the regression model results.  The
econometric modelling work will be done using Eviews.
•   
ETW3200 Quantitative business analysis - Semester 1, 2010
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Weighting:
15%
Task details:
Note: For all tests clearly state the null and alternative hypotheses, the statistic and
distribution that you use, and the associated p-values or critical values. Copy and paste
output from Eviews in to your Word document in the place where that output is relevant to
the question.
The assignment questions and data are available on the ETW3200 website at
Home Page>Assessment>Assignment 2
Due date:
5:00pm on Friday May 7 2010
Submission details:
Reports should be placed in Rob Brooks’ mailbox at the Berwick campus, although an
email submission to robert.brooks@buseco.monash.edu.au  is also acceptable. In the
case of email submission, a signed coversheet should be submitted at the next lecture.
Note that this is an individual assignment. Your report should be a Microsoft Word
document.
Return of marks:
Assignments willa be returned to students within eleven working days of submission
Assessment coversheet:
Work submitted for assessment must be accompanied by a completed copy of the
Assignment cover sheet which has been signed by the student. NO Assignment will be
accepted or marked if it is not accompanied by a signed Assignment cover sheet.
Assignments which are lodged electronically must be sent from
Your.Name@student.monash.edu.au email address and must include an electronic copy
of the Assignment cover sheet. Alternatively the signed cover sheet can be submitted at
the next lecture. Electronic lodgement from any other email addresses will not be
accepted.
Assessment task 3
Title:
Learning objectives assessed:
Tests objectives 3, 4 and 5.  Assignment 3 is focused on time series analysis and the
application of unit root testing and cointegration analysis techniques. The econometric
modelling work will be done using Eviews.
Weighting:
20%
Task details:
This project is about the identification, analysis and modelling of time series taking explicit
account of their non-stationarity. For the project you may study any two time series that
you wish, although the time series you select to analyse must be found to be I(1) when
you apply the ADF tests.
The assignment questions are available on the ETW3200 website at
Home Page>Assessment>Assignment 3
 Note. Where statistical inference is conducted, write clearly the null and alternative
hypotheses, the critical value you use, the level of significance, the distribution you use,
and your decision. Your report should be typed on A4 papers, and your EVIEWS output
may be included in your report or attached to your report.
•   
ETW3200 Quantitative business analysis - Semester 1, 2010
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Due date:
5pm of Friday 28 May 2010.
Submission details:
Assignments can be submitted in either two ways:
1. By lodgement in Jill Wright's mailbox in Buiding 901 at the Berwick Campus.
2. By email to jill.wright@buseco.monash.edu.au . If you submit by email you must either
send a scanned signed copy of the assignment cover sheet, or bring a signed copy of the
cover sheet to the next class.
Return of marks:
Assignments will be returned to students within eleven working days of submission
Assessment coversheet:
Work submitted for assessment must be accompanied by a completed copy of the
Assignment cover sheet which has been signed by the student. NO Assignment will be
accepted or marked if it is not accompanied by a signed Assignment cover sheet.
Assignments which are lodged electronically must be sent from
Your.Name@student.monash.edu.au email address and must include an electronic copy
of the Assignment cover sheet. Alternatively the signed cover sheet can be submitted at
the next lecture. Electronic lodgement from any other email addresses will not be
accepted.
Examinations
Examination 1
Weighting:
50%
Duration:
2 hours
Type (open/closed book):
Closed book
Materials examinable:
The exam will cover all of the materials presented in the lectures and tutorials, as well as
the work covered in the assignments.
Remarks:
This examination will be held during the official examination period. The examination
timetable which provides full details of the examination schedule can be accessed through
the my.monash.portal.
The exam will be closed book and will focus on the interpretation of econometric
modelling results.
•   
Special consideration
For information regarding special consideration, please refer to the appendix at the end of this Unit
Guide.
ETW3200 Quantitative business analysis - Semester 1, 2010
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Assessment criteria - grading descriptors table
High
Distinction
(80%+)
Distinction
(70 - 79%)
Credit
(60 - 69%)
Pass
(50 - 59%)
Fail
(Less than 50%)
General
description
Outstanding or
exceptional work
in terms of
understanding,
interpretation
and
presentation
A very high
standard of
work which
demonstrates
originality and
insight
Demonstrates a
high level of
understanding and
presentation and a
degree of
originality and
insight
Satisfies the
minimum
requirements
Fails to satisfy the
minimum
requirements
Reading Strong evidence
of independent
reading beyond
core texts and
materials
Evidence of
reading beyond
core texts and
materials
Thorough
understanding of
core texts and
materials
Evidence of
having read core
texts and
materials
Very little evidence
of having read any
of the core texts
and materials
Knowledge
of topic
Demonstrates
insight,
awareness and
understanding
of deeper and
more subtle
aspects of the
topic. Ability to
consider topic in
the broader
context of the
discipline
Evidence of an
awareness and
understanding
of deeper and
more subtle
aspects of the
topic
Sound knowledge
of principles and
concepts
Knowledge of
principles and
concepts at least
adequate to
communicate
intelligently in
the topic and to
serve as a basis
for further study
Scant knowledge
of principles and
concepts
Articulation
of argument
Demonstrates
imagination or
flair.
Demonstrates
originality and
independent
thought
Evidence of
imagination or
flair.
Evidence of
originality and
independent
thought
Well-reasoned
argument based
on broad evidence
Sound argument
based on
evidence
Very little evidence
of ability to
construct coherent
argument
Analytical
and
evaluative
skills
Highly
developed
analytical and
evaluative skills
Clear evidence
of analytical and
evaluative skills
Evidence of
analytical and
evaluative skills
Some evidence
of analytical and
evaluative skills
Very little evidence
of analytical and
evaluative skills
Problem
solving
Ability to solve
very challenging
problems
Ability to solve
non-routine
problems
Ability to use and
apply fundamental
concepts and skills
Adequate
problem-solving
skills
Very little evidence
of problem-solving
skills
Expression
and
presentation
appropriate
to the
discipline
Highly
developed skills
in expression
and
presentation.
Well developed
skills in
expression and
presentation.
Good skills in
expression and
presentation.
Accurate and
consistent
acknowledgement
of sources.
Adequate skills
in expression
and presentation
Inadequate skills
in expression and
presentation.
Inaccurate and
inconsistent
acknowledgement
of sources.
Source: University of Adelaide 2005
ETW3200 Quantitative business analysis - Semester 1, 2010
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Appendix
Please visit the following URL: http://www.buseco.monash.edu.au/unit-guide/appendix.html for further
information about:
Continuous improvement•   
Assessment policy•   
Grading Scale policy•   
Special consideration•   
Plagiarism, cheating and collusion•   
Plagiarism register•   
Non-discriminatory language•   
Students with disabilities•   
Using the University’s computer and IT facilities•   
Faculty policies•   
Related links•   
ETW3200 Quantitative business analysis - Semester 1, 2010
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