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Unit of study_

Business Analytics Honours B - BUSS4313

Year - 2018

This unit aims to provide advanced knowledge on 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.

Assessment
homework (40%); assignment (60%)

Pre-requisites

Students must meet the entry requirements to the Honours program, including completion of a pass undergraduate degree and a major in the specialisation area

Co-requisites

BUSS4001: BUSS4312

Details

Faculty: Business (Business School)

Semester 1

05 Mar 2018

Department/School: Business Analytics
Study Mode: Block mode
Census Date: 31 Mar 2018
Unit of study level: Honours
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: No
Faculty/department permission required? No
Location
Camperdown
Courses that offer this unit

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