ADVANCED TIME-SERIES ECONOMETRICS
BUS5ATE
Not currently offered
Credit points: 15
Subject outline
The purpose of this subject is to introduce you to the theoretical and applied aspects of univariate and multivariate time series modelling in business, economics, and finance. Topics covered include VAR modelling, Granger causality analysis, impulse response analysis, cointegration and error correction models. There will be a strong focus on applications and on the use of the econometrics packages such Eviews or R.
School: La Trobe Business School (Pre 2022)
Credit points: 15
Subject Co-ordinator: Jae Kim
Available to Study Abroad/Exchange Students: Yes
Subject year level: Year Level 5 - Masters
Available as Elective: No
Learning Activities: Seminars, readings, class discussions and assessment items.
Capstone subject: No
Subject particulars
Subject rules
Prerequisites: Students must be enrolled in LHCOM (Bachelor of Commerce (Honours)), Masters by research, or LDPH (PhD) to do this subject
Co-requisites: N/A
Incompatible subjects: N/A
Equivalent subjects: N/A
Quota Management Strategy: N/A
Quota-conditions or rules: N/A
Special conditions: N/A
Minimum credit point requirement: N/A
Assumed knowledge: N/A
Career Ready
Career-focused: No
Work-based learning: No
Self sourced or Uni sourced: N/A
Entire subject or partial subject: N/A
Total hours/days required: N/A
Location of WBL activity (region): N/A
WBL addtional requirements: N/A