Type: | Postgraduate Subject |
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Code: | BUSN73-403 |
EFTSL: | 0.125 |
Faculty: | Bond Business School |
Semesters offered: |
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Credit: | 10 |
Study areas: |
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Subject fees: |
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Description
Subject details
Learning outcomes
- Demonstrate the knowledge of research principles and methods applicable to derive autocorrelation functions to fit an appropriate univariate and multivariate time series model.
- Apply linear and non-linear univariate techniques of time series models for business forecasts.
- Analyse the statistical significance of stationarity of time series through unit root tests
- Demonstrate the skills to explain and critique theoretical propositions, methodologies and conclusions on Vector Autoregressive Models and Vector Error Correction models to establish and differentiate both short and long run relationships between the variables.
- Demonstrate the advanced knowledge of unit roots and cointegration in the context of panel data regression models.
Enrolment requirements
Requisites: |
Nil |
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Assumed knowledge: |
Assumed knowledge is the minimum level of knowledge of a subject area that students are assumed to have acquired through previous study. It is the responsibility of students to ensure they meet the assumed knowledge expectations of the subject. Students who do not possess this prior knowledge are strongly recommended against enrolling and do so at their own risk. No concessions will be made for students’ lack of prior knowledge.
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Restrictions: |
This subject is not available to
Only available to HDR students This subject is not available as a general elective. To be eligible for enrolment, the subject must be specified in the students’ program structure. Anti-requisites: |
Subject outlines
- September 2024 [Standard - Advanced Quantitative Methods]
- September 2023 [Standard - Advanced Quantitative Methods]
- September 2022 [Standard - Advanced Quantitative Methods]
- September 2021 [Standard - Advanced Quantitative Methods]
- September 2020 [Standard - Advanced Quantitative Methods]
- September 2019 [Standard - Advanced Econometrics]
- September 2018 [Standard - Advanced Econometrics]
- September 2017 [Standard - Advanced Econometrics]
Subject dates
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September 2024
Standard Offering Enrolment opens: 14/07/2024 Semester start: 09/09/2024 Subject start: 09/09/2024 Cancellation 1: 23/09/2024 Cancellation 2: 30/09/2024 Last enrolment: 22/09/2024 Withdraw - Financial: 05/10/2024 Withdraw - Academic: 26/10/2024 Teaching census: 04/10/2024
Standard Offering | |
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Enrolment opens: | 14/07/2024 |
Semester start: | 09/09/2024 |
Subject start: | 09/09/2024 |
Cancellation 1: | 23/09/2024 |
Cancellation 2: | 30/09/2024 |
Last enrolment: | 22/09/2024 |
Withdraw - Financial: | 05/10/2024 |
Withdraw - Academic: | 26/10/2024 |
Teaching census: | 04/10/2024 |