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This unit aims to provide advanced knowledge of linear models and methods for economic and financial time-series analysis and panel data models. The unit focuses on estimation and inference. It covers some of the basics of time series model including stationary processes, AR, MA and ARMA processes, spectral analysis, structural change, nonstationarity, VAR and VECM, state-space models and Kalman filter.
Study level | Undergraduate |
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Academic unit | Business Analytics |
Credit points | 6 |
Prerequisites:
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Students must meet the entry requirements to the Honours program, including completion of a pass undergraduate degree and a major in the specialisation area |
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Corequisites:
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BUSS4001 and BUSS4312 |
Prohibitions:
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None |
Assumed knowledge:
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None |
At the completion of this unit, you should be able to:
This section lists the session, attendance modes and locations the unit is available in. There is a unit outline for each of the unit availabilities, which gives you information about the unit including assessment details and a schedule of weekly activities.
The outline is published 2 weeks before the first day of teaching. You can look at previous outlines for a guide to the details of a unit.
Session | MoA ? | Location | Outline ? |
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Semester 1 2024
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Block mode | Camperdown/Darlington, Sydney |
Outline unavailable
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Session | MoA ? | Location | Outline ? |
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Semester 1 2025
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Block mode | Camperdown/Darlington, Sydney |
Outline unavailable
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Session | MoA ? | Location | Outline ? |
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Semester 1 2020
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Block mode | Camperdown/Darlington, Sydney |
Outline unavailable
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Semester 1 2021
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Block mode | Camperdown/Darlington, Sydney |
Outline unavailable
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Semester 1 2021
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Block mode | Remote |
Outline unavailable
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Semester 1 2022
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Block mode | Camperdown/Darlington, Sydney |
Outline unavailable
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Semester 1 2022
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Block mode | Remote |
Outline unavailable
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Semester 1 2023
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Block mode | Camperdown/Darlington, Sydney |
Outline unavailable
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Semester 1 2023
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Block mode | Remote |
Outline unavailable
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Find your current year census dates
This refers to the Mode of attendance (MoA) for the unit as it appears when you’re selecting your units in Sydney Student. Find more information about modes of attendance on our website.