Not recorded
This course aims to provide students with a broad understanding of the discipline of econometrics
for finance, from an ab initio vantage point. It endeavours to explain the nature of financial econometrics and to provide illustrative applications in business, economics and finance. In particular,
this course focuses on the classic linear regression model, the assumptions of that model and several
diagnostic tests to examine same. The course derives and discusses the Ordinary Least Squares
estimation technique. It also introduces alternative estimation methodologies, namely a number of
Least Squares variants, the Maximum Likelihood Estimator and the Generalized Method of Moments Estimator. Finally, several non-linear type regression models are considered.
The MATLAB computer software package will be used to estimate models and perform diagnostic tests.
for finance, from an ab initio vantage point. It endeavours to explain the nature of financial econometrics and to provide illustrative applications in business, economics and finance. In particular,
this course focuses on the classic linear regression model, the assumptions of that model and several
diagnostic tests to examine same. The course derives and discusses the Ordinary Least Squares
estimation technique. It also introduces alternative estimation methodologies, namely a number of
Least Squares variants, the Maximum Likelihood Estimator and the Generalized Method of Moments Estimator. Finally, several non-linear type regression models are considered.
The MATLAB computer software package will be used to estimate models and perform diagnostic tests.
About this Module
Student Effort Hours:
| Student Effort Type | Hours |
|---|---|
Not yet recorded. |
|
Requirements, Exclusions and Recommendations
Not applicable to this module.
Module Requisites and Incompatibles
Not applicable to this module.
Assessment Strategy
| Description | Timing | Component Scale | % of Final Grade | ||
|---|---|---|---|---|---|
Not yet recorded. |
|||||
Carry forward of passed components
Not yet recorded
Not yet recorded
| Terminal Exam |
|---|
Not yet recorded |
Not yet recorded
| Name | Role |
|---|---|
| Ms Sinian Zheng | Tutor |
| Mingchuan Zhou | Tutor |