Last modified: 31 May 2022 13:05
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.
| Study Type | Postgraduate | Level | 5 |
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| Session | First Sub Session | Credit Points | 15 credits (7.5 ECTS credits) |
| Campus | Aberdeen | Sustained Study | No |
| Co-ordinators |
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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.
Information on contact teaching time is available from the course guide.
| Assessment Type | Summative | Weighting | 70 | |
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| Assessment Weeks | Feedback Weeks | |||
| Feedback | ||||
| Knowledge Level | Thinking Skill | Outcome |
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| Assessment Type | Summative | Weighting | 30 | |
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| Assessment Weeks | Feedback Weeks | |||
| Feedback |
Feedback on summative assessment will be given both in writing and by means of one-to-one discussions with students. |
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| Knowledge Level | Thinking Skill | Outcome |
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There are no assessments for this course.
| Assessment Type | Summative | Weighting | 100 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback | ||||
| Knowledge Level | Thinking Skill | Outcome |
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| Knowledge Level | Thinking Skill | Outcome |
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| Factual | Remember | ILO’s for this course are available in the course guide. |
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