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  • Quantitative Methods for BusinessECOM90009

    Offered:Semester 1, Semester 2Year:2019

    The subject introduces students without a strong mathematical background to some of the methods used to collect, present and analyse data and to provide illustrative applications to decision problems faced by business managers. Topics will be chosen from: sources of data; sampling and collection ...

  • Applied Microeconometric ModellingECOM90003

    Offered:Semester 2Year:2019

    This subject examines estimation and testing of microeconometric models based on cross-sectional and panel data and quantitative and limited dependent variables. Illustrative application topics normally will include labour economics, consumer demand and finance. The computer software used is Stata.

  • Econometrics 3ECOM90013

    Offered:Semester 1Year:2019

    Estimation and inference techniques for models involving a single equation and systems of equations are introduced. Normally topics include asymptotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimation, seemingly unrelated regression models, ...

  • Financial EconometricsECOM90011

    Offered:Semester 2Year:2019

    Features of financial data require specific methods of analysis. Basic econometric tools are presented for the analysis of data such as stock exchange returns, exchange rates, bonds prices, etc. Applications of econometric models in finance include option pricing, extreme values and value at risk...

  • Econometrics 2ECOM90002

    Offered:Semester 1, Semester 2Year:2019

    Extensions of the multiple regression model are examined. Topics include non-linear least squares, maximum likelihood estimation and related testing procedures, generalised least squares, heteroskedasticity, autocorrelation and models with stochastic regressors. Limited dependent variable and pan...

  • MacroeconometricsECOM40003

    Offered:Semester 1Year:2019

    This subject provides an advanced discussion of the main techniques used in macroeconometric analysis. The topics covered in this course will be selected from the following broad areas: (1) Univariate analysis of stationary and non stationary series including ARIMA possesses, unobserved component...

  • Life Insurance Models IACTL90006

    Offered:Semester 1Year:2019

    Topics include survival models concepts; estimation procedures for lifetime distributions; multiple state models; multiple decrements; binomial model of mortality; actuarial applications of Markov processes; exact and census methods for estimating transition intensities based on age.

  • Life ContingenciesACTL90005

    Offered:Semester 2Year:2019

    This subject applies previous studies in the areas of financial mathematics, survival modelling, stochastic processes and graduation to life insurance and superannuation products. Specifically, the subject considers pricing and reserving for life insurance policies issued to single lives or to co...

  • Mathematics of Finance IIACTL90002

    Offered:Semester 2Year:2019

    Topics include: measures of investment risk, portfolio theory, models of asset returns, asset liability modelling, equilibrium models, the efficient markets hypothesis, stochastic models of security prices, and Brownian Motion and its application.

  • Insurance Risk ModelsACTL90004

    Offered:Semester 1Year:2019

    Topics include collective risk model, calculation of moments and mgf of aggregate claims, recursion formulae, effect of reinsurance; individual risk model, De Pril's recursion formula; fundamentals of decision theory; credibility theory; exact credibility and the Buhlmann-Straub model; basics of ...

  • Actuarial Practice and Control IIIACTL90009

    Offered:Semester 1, Semester 2Year:2019

    Analysis of investment portfolios and asset classes from the perspective of an appointed actuary, with a view to identifying assets that suit the requirements of a variety of general insurance, life insurance, superannuation and other defined benefit liabilities.    

  • Insurance Risk Models IIACTL90014

    Offered:Semester 2Year:2019

    Topics considered in this subject include premium principles, including variance principle, Esscher principle, risk adjusted principle; applications of utility theory, premium calculation and optimal reinsurance retention levels; reinsurance problems; ruin theory, Lundberg's inequality, explicit ...

  • Actuarial Modelling IACTL30001

    Offered:Semester 1Year:2019

    Topics include survival models concepts; estimation procedures for lifetime distributions; multiple state models; binomial model of mortality; actuarial applications of Markov processes.

  • Modelling the Australian MacroeconomyECOM90012

    Offered:Semester 2Year:2019

    This subject examines the use of macroeconomic models in economic policy analysis. The overall aim of the course is to discuss system approaches to estimating the macro-economy.  Special attention will be paid to the SVAR and DSGE approaches and the relationship between them.  The course will als...

  • MacroeconometricsECOM90007

    Offered:Semester 1Year:2019

    This subject provides an advanced discussion of the main techniques used in macroeconometric analysis. The topics covered in this course will be selected from the following broad areas: (1) Univariate analysis of stationary and non stationary series including ARIMA possesses, unobserved component...

  • Econometrics 1ECOM20001

    Offered:Semester 1, Semester 2Year:2019

    This subject provides an introduction to econometrics, which involves using data and statistical methods to estimate economic relationships, test economic theory, and predict the impact of policy. Topics covered include probability and statistics, single linear regression, multiple linear regress...

  • Basic EconometricsECOM30001

    Offered:Semester 1Year:2019

    This subject examines multiple regression analysis and its use in economics, management, finance, accounting and marketing. Topics will include the properties of estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation. Empiri...

  • Applied Microeconometric ModellingECOM30003

    Offered:Semester 2Year:2019

    This subject examines estimation and testing of microeconometric models based on cross-sectional and panel data and quantitative and limited dependent variables. Illustrative application topics normally will include labour economics, consumer demand and finance. The computer software used is Stata.

  • Econometrics 2ECOM30002

    Offered:Semester 1, Semester 2Year:2019

    Extensions of the multiple regression model are examined. Topics include causal and statistical interpretations of regression models, instrumental variables, panel data and time series regression models and relevant statistical theory.   

  • Public /Social Policy Thesis Part 1PPMN90049

    Offered:Semester 1, Semester 2Year:2019

    This subject involves a supervised thesis of 12 000 words, embodying the results of the student's own research.