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.
SchoolLa Trobe Business School
Credit points15
Subject Co-ordinatorJae Kim
Available to Study Abroad/Exchange StudentsYes
Subject year levelYear Level 5 - Masters
Available as ElectiveNo
Learning ActivitiesSeminars, readings, class discussions and assessment items.
Capstone subjectNo
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-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Quota Management StrategyN/A
Quota-conditions or rulesN/A
Special conditionsN/A
Minimum credit point requirementN/A
Assumed knowledgeN/A
Career Ready
Career-focusedNo
Work-based learningNo
Self sourced or Uni sourcedN/A
Entire subject or partial subjectN/A
Total hours/days requiredN/A
Location of WBL activity (region)N/A
WBL addtional requirementsN/A
Graduate capabilities & intended learning outcomes
Graduate Capabilities
Intended Learning Outcomes
Subject options
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