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Unit of study_
BUSS4313: Business Analytics Honours B
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.
| Code | BUSS4313 |
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| Academic unit | Business Analytics |
| Credit points | 6 |
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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 |
At the completion of this unit, you should be able to:
- LO1. demonstrate capability to rigorously and independently think
- LO2. compare and contrast different philosophies of estimation in time series analysis
- LO3. apply general estimation methodologies to particular time series models
- LO4. implement estimation procedures for various time series models.
Unit outlines
Unit outlines will be available 2 weeks before the first day of teaching for the relevant session.
- Semester 1, 2023 [Block mode] - Remote
- Semester 1, 2023 [Block mode] - Camperdown/Darlington, Sydney
- Semester 1, 2020 [Block mode] - Camperdown/Darlington, Sydney
- Semester 1, 2021 [Block mode] - Camperdown/Darlington, Sydney
- Semester 1, 2021 [Block mode] - Remote
- Semester 1, 2022 [Block mode] - Camperdown/Darlington, Sydney
- Semester 1, 2022 [Block mode] - Remote
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