Semester 2, 2014.


Dr Otto Konstandatos


This assignment has several parts of unequal value. Some parts are technical, and are designed to help you understand the connection between Mathematics and Econometric Regression Analysis.


You must type or neatly hand-write such answers in the spaces provided.


Other parts are applied, and are designed to help you develop practical econometric skills. You will apply regression analysis as done by finance professionals using real world data. These parts will test your econometric modelling skills using multiple regression and Eviews.


For these parts you may be required to report your Eviews output in the spaces below.


This assignment may be done in groups of up to five students. Your group members do not need to be part of the same tutorial group. When you hand in your assignment you must include this cover sheet.  No names may be added to the group lists apart from the names that appear below at hand-in.  Submit only one assignment for each group. DO NOT hand in a separate assignment for each group member. Late assignments will require a Special Consideration application and will otherwise not be accepted.

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