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  • International Business ExperienceIBUS20007

    Offered:Summer TermYear:2019

    This subject will provide students with a broad overview of economics and business in an International context through a substantial overseas learning experience. The Faculty of Business and Economics will work in collaboration with specific partner universities globally to deliver the subject c...

  • 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...

  • 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 ...

  • 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...

  • Time Series Analysis and ForecastingECOM90004

    Offered:Semester 2Year:2019

    Normally topics will include current techniques used in forecasting in finance, accounting and economics such as regression models, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, cointegration and forecast evaluation, ARCH models. The computer software used is EVIEWS.

  • Modelling the Australian MacroeconomyECOM40005

    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 also ...

  • Econometrics 3ECOM40006

    Offered:Semester 1Year:2019

    This subject introduces appropriate estimation and inference techniques for models that involve a single equation and those involving systems of equations. Normally topics will include asymtotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimat...

  • Basic EconometricsECOM90001

    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...

  • Econometrics of Markets and CompetitionECOM90017

    Offered:Semester 2Year:2019

    This course teaches students how to build econometric models from economic theory to investigate how markets operate, and evaluate policy-relevant questions. Applicants of econometric tools developed in this course will be highlighted in various fields of economics including industrial organizati...

  • Special Topics in Advanced EconometricsECOM90006

    Offered:Semester 2Year:2019

    Special topics may be offered from time to time which reflect the interests of permanent and/or visiting members of staff. The purpose of this course is to develop the research ability of students through intensive discussion. Details of specific topics to be covered each year will be provided to...

  • MicroeconometricsECOM40001

    Offered:Semester 2Year:2019

    The specification, estimation and testing of a range of models used to analyse microeconometric data is examined. The models to be considered may include discrete choice models, models for censored and truncated data, models of duration data, models with self-selectivity, models of count data, an...

  • Financial EconometricsECOM40004

    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...

  • Actuarial Practice and Control IIIACTL40009

    Offered:Semester 2Year:2019

    This subject covers 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.

  • Mathematics of Finance IIIACTL90003

    Offered:Semester 1Year:2019

    The binomial model; risk-neutral pricing of derivative securities; introduction to Ito's formula and SDEs; stochastic asset models; Black-Scholes model; arbitrage and hedging; interest-rate models; actuarial applications.

  • Actuarial Practice And Control IACTL90010

    Offered:Semester 1Year:2019

    Topics include insurance markets and products; underwriting and risk assessment; policy design; actuarial modelling; actuarial assumptions and feedback; reserving methods.

  • Life Insurance Models 2ACTL90007

    Offered:Semester 2Year:2019

    This subject provides the groundwork for the capstone subject Life Contingencies. It provides students with a framework for actuarial modelling, and introduces the key ideas of stochastic processes as they apply in actuarial science. The subject also expands students’ existing knowledge of mortal...

  • Actuarial Modelling IIACTL30002

    Offered:Semester 1Year:2019

    Topics include exact and census methods for estimating transition intensities based on age; goodness of fit and smoothness of graduated estimates versus crude estimates; actuarial modelling; general principles of stochastic processes; Markov chains in actuarial work.