ES50108: Econometrics for finance
[Page last updated: 15 October 2020]
Academic Year: | 2020/1 |
Owning Department/School: | Department of Economics |
Credits: | 6 [equivalent to 12 CATS credits] |
Notional Study Hours: | 120 |
Level: | Masters UG & PG (FHEQ level 7) |
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Assessment Summary: | CW 100% |
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Description: | Aims: The unit aims to provide the students with the knowledge and skills necessary to: a) Understand and appreciate the findings of the empirical academic literature in the areas of accounting and finance, and; b) Conduct their own basic investigations over a range of accounting and financial relationships. Learning Outcomes: At the end of the unit students will be expected to be able to: a) Use and interpret the results of the classical regression model b) Use the recommended econometric software to undertake their own empirical investigation. c) Analyse and reflect on empirical results derived using the econometric software. d) Test the validity of simple empirical models using a wide range of diagnostic results. Skills: Abstraction and analytic skills (A) Information gathering and Synthesis (A) Use of Information Technology (F/A) Time Management and Planning (A) Numeracy Skills (T/A) Content: The Characteristics of Economic and Financial Data; Testing and categorising financial data types; Estimation, Inference and Modelling using linear models (OLS) in Economics and Finance. Assessing the various diagnostic tests, particularly those related to problems encountered with economic and financial data. Introduction to modelling with discrete variables. Introduction to panel data methods including fixed and random effects. |
Programme availability: |
ES50108 is Compulsory on the following programmes:School of Management
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