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BU5066: ECONOMETRIC THEORY AND DATA ANALYSIS FOR FINANCE (2020-2021)

Last modified: 05 Aug 2021 13:04


Course Overview

The course will provide students with understanding of and ability to apply the core econometrics theory to the analysis of financial data. Alongside the lectures, the course will include practical classes that will offer students a 'hands on' training in the use, presentation and interpretation of economic and financial data. The course will underpin the acquisition of skills that are essential component of the toolkit of a financial economist working in the private and public sector and in academia alike.

Course Details

Study Type Postgraduate Level 5
Session First Sub Session Credit Points 15 credits (7.5 ECTS credits)
Campus Aberdeen Sustained Study No
Co-ordinators
  • Dr Juergen Bracht

What courses & programmes must have been taken before this course?

  • Any Postgraduate Programme (Studied)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

None.

Are there a limited number of places available?

No

Course Description

The course will provide students with understanding of and ability to apply the core econometrics theory to the analysis of financial data. The course will review the classical linear regression model, cover univariate time series modelling and forecasting, multivariate models, and the modelling of long-run relationships in finance.


In light of Covid-19 this information is indicative and may be subject to change.

Contact Teaching Time

Information on contact teaching time is available from the course guide.

Teaching Breakdown

More Information about Week Numbers


In light of Covid-19 and the move to blended learning delivery the assessment information advertised for second half-session courses may be subject to change. All updates for second-half session courses will be actioned in advance of the second half-session teaching starting. Please check back regularly for updates.

Summative Assessments

Exam

Assessment Type Summative Weighting 70
Assessment Weeks Feedback Weeks

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Feedback
Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Report: Individual

Assessment Type Summative Weighting 30
Assessment Weeks Feedback Weeks

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Feedback

Feedback on summative assessment will be given both in writing and by means of one-to-one discussions with students.

Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Formative Assessment

There are no assessments for this course.

Resit Assessments

Exam

Assessment Type Summative Weighting 100
Assessment Weeks Feedback Weeks

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Feedback
Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Course Learning Outcomes

Knowledge LevelThinking SkillOutcome
FactualRememberILO’s for this course are available in the course guide.

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