Master of Applied Econometrics and Master of Advanced Finance (B6043)

CRICOS Code: 112897M

Duration:

96 credit points (2 years full time study or part time equivalent)

Mode and location

Caulfield on campus

Minimum Entry Requirements

An Australian bachelor degree (or equivalent) with a major or minor* in finance with at least a high credit (65%) average or equivalent Grade Point Average (GPA) and and must have passed a 1st year statistics or mathematics unit or equivalent.

*A minor is at least four units (equivalent to 24 Monash credit points).

Structure

Double degree courses include all the features of the component degree courses. For this double degree, students complete the Part A and Part B requirements of the Master of Applied Econometrics, and Part A requirements of the Master of Advanced Finance.

Master of Applied Econometrics

Units are 6 credit points unless otherwise stated.

a. You must complete two units from the following (12 credit points):
- ETF5910 Introductory applied econometrics / ETC5241 Introductory econometrics
- ETF5320 Applied econometrics / ETC5341 Applied econometrics
You must choose the Applied Pathway or the PhD Pathway (there is a hurdle requirement for entry into this pathway).
i. Applied pathway (36 credit points)
You must complete the following units (12 credit points):
- ETF5200 Time series and panel data econometrics
- ETF5560 Case studies*
*Research project unit
You must complete four units (24 credit points) from the following:
- ETC5340 Principles of econometrics
- ETC5410 Bayesian time series econometrics
- ETC5420 Microeconometrics
- ETC5440 Statistical theory and practice
- ETF5231 Business forecasting
- ETF5321 Econometrics and statistics for energy and climate
- ETF5330 Quantitative methods in financial markets or ETC5346 Financial econometrics
- ETF5500 High dimensional data analysis
- ETF5600 Quantitative analysis of limited dependent variables
- ETX5441 Macroeconometrics
- ETX5460 Advanced financial econometrics
OR
ii. PhD pathway (36 credit points)
If you are admitted at Entry level 1, you must have achieved at least 70% in units completed in Part A, to be eligible for the PhD pathway.
If you are admitted at entry level 2, you must have achieved an average of 70% in your econometrics or statistics units in your undergraduate study to eligible for the PhD pathway.
You must complete the following two units (18 credit points):
- ETC5860 Honours Research Project (12 credit points)
- ETF5200 Time series and panel data econometrics
- You must complete three units from the following (18 credit points):
- ETC5440 Statistical theory and practice
- ETX5460 Advanced financial econometrics
- ETC5410 Bayesian time series econometrics
- ETX5441 Macroeconometrics
- ETC5420 Microeconometrics

Master of Advanced Finance