The primary purpose of this module is to provide the student with the basic econometric tools and experience necessary to begin conducting empirical research in finance. The first part of this module covers a review of statistics and basic econometric models. The second part will concentrate on the application of econometric techniques in finance by considering such topics as (G)ARCH models, unit roots and cointegration.
Module Aims
The main aims of the module are:
1. to enable students to acquire the skills and techniques necessary to understand and critically evaluate the research literature;
2. to enable students to develop and apply those skills and techniques when writing their dissertations over the Spring and Summer terms.
Learning Outcomes
On successful completion of the module, students will be able to:
1. to understand the OLS estimator and its limitations;
2. to undertake estimation and tests of hypotheses using financial data;
3. to use the EViews econometric package to obtain estimates and to be able to interpret the output from the package.
4. to understand the econometric content in applied finance journals.
Skills for Your Professional Life (Transferable Skills)
The course will deliver several skills that will be useful in your future professional life. These include:
* Written Communication (through coursework)
* Research Skills (a key objective in this module)
* Critical Thinking
* Digital and Technical Fluency (using econometric software)
* Data and Analytics
Module Aims
The main aims of the module are:
1. to enable students to acquire the skills and techniques necessary to understand and critically evaluate the research literature;
2. to enable students to develop and apply those skills and techniques when writing their dissertations over the Spring and Summer terms.
Learning Outcomes
On successful completion of the module, students will be able to:
1. to understand the OLS estimator and its limitations;
2. to undertake estimation and tests of hypotheses using financial data;
3. to use the EViews econometric package to obtain estimates and to be able to interpret the output from the package.
4. to understand the econometric content in applied finance journals.
Skills for Your Professional Life (Transferable Skills)
The course will deliver several skills that will be useful in your future professional life. These include:
* Written Communication (through coursework)
* Research Skills (a key objective in this module)
* Critical Thinking
* Digital and Technical Fluency (using econometric software)
* Data and Analytics
- Module Supervisor: Christos Argyropoulos
Category: Methodology and Study Skills