MN52080: Econometrics and data analysis for accounting and finance
[Page last updated: 23 October 2023]
| Academic Year: | 2023/24 |
| Owning Department/School: | School of Management |
| Credits: | 10 [equivalent to 20 CATS credits] |
| Notional Study Hours: | 200 |
| Level: | Masters UG & PG (FHEQ level 7) |
| Period: |
- Academic Year
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| Assessment Summary: | CWRG 60%, CWRI 40% |
| Assessment Detail: |
- Empirical Project 1 (CWRI 40%)
- Empirical Project 2 (CWRG 60%)
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| Supplementary Assessment: |
- Like-for-like reassessment (where allowed by programme regulations)
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| Requisites: |
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| Learning Outcomes: |
By the end of the unit, you will be able to:
- Formulate the model(s) and hypotheses needed to undertake an empirical analysis
- Identify the empirical strategy needed to estimate model(s) and test hypotheses
- Critically evaluate strengths and weaknesses of an empirical strategy
- Discuss and critically evaluate the results of an empirical analysis
- Identify and collect the data needed to undertake empirical research
- Use an econometric software package(s) to undertake an empirical project
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| Synopsis: | Develop a fundamental understanding of various research methods, econometrics techniques and data analysis tools for accounting and finance research. You will also develop the skills and knowledge to obtain information through database research. You will conduct a comprehensive investigation over a range of accounting and financial relationships and evaluate your findings.
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| Content: | Key elements to be included:
- Fundamentals of Probability and Mathematical Statistics
- Regression Analysis estimation and inference
- Specification and data issues
- Panel Data analysis
- Limited Dependent Variable models
- Issues of endogeneity, instrumental variable estimation and two stage least squares
- Select advanced topics
- Use of an econometric software package(s) in applying the above to the analysis of data set(s)
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| Course availability: |
MN52080 is Compulsory on the following courses:
School of Management
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Notes: - This unit catalogue is applicable for the 2023/24 academic year only. Students continuing their studies into 2024/25 and beyond should not assume that this unit will be available in future years in the format displayed here for 2023/24.
- Courses and units are subject to change in accordance with normal University procedures.
- Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
- Find out more about these and other important University terms and conditions here.
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