ECON 403: Applied Econometrics

This is a core module on the MSc in Money, Banking & Finance. It provides an introduction to quantitative techniques and their application in the context of international and business problems.

The module is designed to enable students to acquire skills in using standard statistical packages. It allows them to study the principles of constructing econometric and non-econometric modules through an understanding of multiple regression techniques (time series, cross-section and panel data analysis) and diagnostics. The course provides an understanding of the process of quantitative research enquiry, including formulation of research questions, identification of relevant methodological frameworks for empirical investigation, and analysis of empirical results.

Lecture-based sessions are complemented by a series of lab-based sessions, and there are also optional clinic sessions.

Assessment

Two tests (33%)
Formal examination in January (67%)

Timing

10 weeks, Autumn Term

Module co-ordinator: Marwan Izzeldin & Rob Crouchley

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