To develop theoretical and practical knowledge of financial econometrics
To develop the ability to interpret regression output and hypothesis testing
To become familiar with different stochastic processes and different estimation methods
Wider aims:
To learn and improve one’s analytical skills through rigorous econometric reasoning
Module learning outcomes
Subject content
Demonstrate an understanding of regression analysis and hypothesis testing
Explain and contrast key features of different econometric techniques
Demonstrate an understanding of the defining characteristics of various types of stochastic processes
Interpret and critically evaluate estimation results and hypothesis test results
Learn to analyse real data with different software such as Eviews
Academic and graduate skills
Critically assess the assumptions of econometric models, hypothesis tests and estimation methods
Make rigorous decisions about choice of models used with financial data
Assessment
Task
Length
% of module mark
Online Exam -less than 24hrs (Centrally scheduled) Applied Econometrics
3 hours
100
Special assessment rules
None
Reassessment
Task
Length
% of module mark
Online Exam -less than 24hrs (Centrally scheduled) Applied Econometrics
3 hours
100
Module feedback
The timescale for the return of feedback will accord with UYMS policy.
Module assessment reports to students are written by the module leader for all assessments (open and closed) and placed on the VLE after the Board of Examiners has received the module marks.
Indicative reading
Brooke C (2014). Introductory Econometrics to Finance, 3rd edition, Cambridge University Press