2015 Unit of Study
The session(s) below are for 2015. For Summer School 2015 unit of study availability please visit the Summer School website (main Summer session January/February 2016).
The University of Sydney session calendar shows exact dates for sessions.
|Advanced Analysis for Research
||Semester 1 and Semester 2
||For MPhil and PhD students only.
||24 lectures for this unit
||research report (50%), research presentation (20%), weekly homework (30%)
||This unit aims to provide students with an introduction to the types of advanced quantitative analysis techniques that they may be required to know, discuss or conduct, both during their PhD and in their future working lives. The unit aims to provide such advanced training with a focus on some special topics in econometric and statistical analysis. The skills taught in this unit are considered important for PhD candidates who have a large data analytic component to their thesis, for understanding and use both during and after their candidature. Topics include: Review of basic quantitative methods; Estimation; Categorical data analysis; Time series methods; Volatility modelling / VaR; Principle components / Factor analysis.