MN5320 Advanced Financial Econometrics

Academic year

2023 to 2024 Semester 2

Further information on which modules are specific to your programme.

Key module information

SCOTCAT credits

20

The Scottish Credit Accumulation and Transfer (SCOTCAT) system allows credits gained in Scotland to be transferred between institutions. The number of credits associated with a module gives an indication of the amount of learning effort required by the learner. European Credit Transfer System (ECTS) credits are half the value of SCOTCAT credits.

SCQF level

SCQF level 11

The Scottish Credit and Qualifications Framework (SCQF) provides an indication of the complexity of award qualifications and associated learning and operates on an ascending numeric scale from Levels 1-12 with SCQF Level 10 equating to a Scottish undergraduate Honours degree.

Planned timetable

To be arranged.

This information is given as indicative. Timetable may change at short notice depending on room availability.

Module coordinator

Dr C Engels

This information is given as indicative. Staff involved in a module may change at short notice depending on availability and circumstances.

Module description

This module is designed to further develop econometric and quantitative skills for students to conduct research in the area of economics and finance. To accomplish the objective, students will be introduced to advanced empirical techniques such as models with endogenous regressors, dynamic panel data, event studies and models with limited dependent variable. Moreover, they will learn how to apply their econometrical skills in practice using Stata software package. Students will acquaint basic programming skills to carry out empirical projects.

Relationship to other modules

Pre-requisites

BEFORE TAKING THIS MODULE YOU MUST PASS MN5443

Co-requisites

YOU MUST ALSO TAKE MN5612

Assessment pattern

Exam = 50%, Coursework = 50%

Re-assessment

3-hour Written Examination = 100%

Learning and teaching methods and delivery

Weekly contact

2 hour lectures (X11weeks), 2 hour seminar (including computer lab sessions) (X9weeks)