Notice
As part of Phase 3 of our return to campus plan, most units will now run tutorials, seminars and other small group learning activities on campus for the second half-year, while keeping an online version available for those students unable to return or those who choose to continue their studies online.
To check the availability of face to face activities for your unit, please go to timetable viewer. To check detailed information on unit assessments visit your unit's iLearn space or consult your unit convenor.
Unit convenor and teaching staff |
Unit convenor and teaching staff
Roselyne Joyeux
Contact via email
E4A440
TBA
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Credit points |
Credit points
10
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Prerequisites |
Prerequisites
Admission to MRes
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Corequisites |
Corequisites
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Co-badged status |
Co-badged status
MQBS8040
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Unit description |
Unit description
This unit focuses on advanced statistical approaches used in Business and Economics and related disciplines. Topics include statistical modelling, time series analysis, ARCH, GARCH model, longitudinal and panel data models, generalised linear models and limited dependent variables. The unit will also consider applications of the above models and techniques to these disciplines.
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Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
Name | Weighting | Hurdle | Due |
---|---|---|---|
Assignment 2 | 20% | No | Week 14 |
Participation in tutorial | 20% | No | All session |
Assignment 1 | 40% | No | Week 12 |
Mid session online test | 20% | No | Week 7 |
Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 17 hours
Due: Week 14
Weighting: 20%
This assignment will consist of questions involving quantitative applied and theoretical tasks.
Assessment Type 1: Participatory task
Indicative Time on Task 2: 24 hours
Due: All session
Weighting: 20%
Students are required to come prepared to tutorials (by completing tutorial questions) and to participate in class discussion.
Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 30 hours
Due: Week 12
Weighting: 40%
Students will replicate some of the empirical work presented in a recent journal article. This is a quantitative analysis task. It should be 2000 words or less not including tables and figures.
Assessment Type 1: Quiz/Test
Indicative Time on Task 2: 15 hours
Due: Week 7
Weighting: 20%
Short answer questions; 60-minute test covering all of the material up to week 6.
1 If you need help with your assignment, please contact:
2 Indicative time-on-task is an estimate of the time required for completion of the assessment task and is subject to individual variation
Lecture and Tutorial times
Technology used and required
Required and Recommended Texts and/or Materials
The recommended textbooks for MQBS7040 are:
A list of prescribed reading will be developed on the website as the unit progresses.
Teaching and Learning Strategy
Information
Details of the assessment tasks will be given in lectures and posted on iLearn. You should check iLearn regularly.
Week |
Topic |
Tutorial Topic |
1 |
Stationarity, Integration and ARIMA Models |
Introduction to software |
2 |
Testing for bubbles |
Computer exercise |
3 |
VAR and VECM |
Computer exercise |
4 |
SVAR |
Computer exercise |
5 |
Impulse response functions |
Computer exercise |
6 |
Impulse response functions |
Computer exercise |
7 |
Impulse response functions |
Mid term test |
Mid |
Semester |
Break |
8 |
Panel data models |
Computer exercise |
9 |
Panel data models |
Computer exercise |
10 |
Dynamic Panel data models |
Computer exercise |
11 |
Panel unit roots |
Computer exercise |
12 |
Panel cointegration |
Computer exercise |
13 |
Review |
Computer exercise |
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Learning Skills (mq.edu.au/learningskills) provides academic writing resources and study strategies to help you improve your marks and take control of your study.
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