BU551V: Applied Econometrics 2021/2022
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BU551V: Applied Econometrics
I. Basic Course Information Credit points: 15 Pre-requisite(s): None Co-requisite(s): None Note(s): Students must be registered with one of the following programmes: MSc Financial Technology (FinTech) or MSc International Business and Finance. |
II. Learning Aims (Goals) and Objectives |
The overall learning aim (goal) of this course is to enable students to apply statistical and econometric techniques to problems in finance and economics. The specific learning objectives of the course are to: (i) understand inferencial statistics and regression analysis; (ii) engage in the analysis of statistical data; and (iii) interpret statistical and regression results.
III. Intended Learning Outcomes The intended learning outcomes are that, by the end ofthe course, students should be able to demonstrate: An understanding ofthe purposes of inferenceital statistics and econometrics; An ability to use inferential statistics and econometrics to analyse simple financial and economic models; An ability to formulate and evaluate testable statistical hypotheses using econometric software; An ability to carefully interpret regression results; Knowledge and understanding of the assumptions and properties of the classical linear regression model; Knowledge and understanding of the impact on regression results when those assumptions are violated, and of different tools to deal with violations ofthose assumptions.
IV. Course Content This course offers an introduction to econometrics, which is the application of statistical techniques to provide answers to questions in finance, economics and other desciplines. Financial and
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economic theories can predict the likely relations of financial and economic variables, and econometrics can provide the evidence for such relations using real-world data.
As building blocks of econometrics, this course will start by covering inferential statistics, asking what inferences can be drawn about the population from a sample. You will then proceed to learn regression analysis which is the fundamental of econometrics. The course will also discuss some potential issues in this methodology and offer tools to overcome these issues. For a specific listing of topics, see the lecture information in Section IX below.
V. Assessment and Feedback
Te ach ing
This course consists of 10 sets of lecture videos released weekly, 2 one-hour problem-solving tutorials, and 2 one-hour computer-exercise tutorials. See Section IX for the schedule. You can find your lecture times using MyTimetable. You can sign up for tutorials and other small group teaching using MyTimetable. The university uses these week numbers.
Covid-19 Blended Learning
In the 2021/22 academic year, the Business School will deliver courses via a blended learning experience. Blended learning means that there is a mix of online and in-person teaching activity. Large group activity (lectures) will be replaced by mix of short pre-recorded videos and readings. Small group teaching (tutorials) will take place either on campus (for the students on campus) or online sessions (for the students whose online status is approved by the university) using, for example, MyAberdeen Collaborate. Hence there will be no lecture timetable, but you can sign up for small group teaching using MyTimetable.
Su mmative Ass essm ent
Covid - 19 Al te rnat ive Assessmen ts
Courses in this academic year (semester 1 and semester 2 of 2021/22) will normally not have timed examinations at the end of the course (except for courses that require exams for accreditation purposes). See below the assessments for this course.
1st attempt
Coursework consisting of problem-solving and computer exercises (75%); and multiple-choice- question test (25%).
Resit:
Coursework consisting of problem-solving and computer exercises (100%).
Fo rmative Assess ment
This will take place via tutorial discussions.
Feedba ck Feedback is given on the coursework and multiple-choice-question test. At the University of Aberdeen Business School, we care about what you think and encourage you to provide us feedback. On MyAberdeen you can read the minutes ofStaff Student Liaison Committees and how the School responded to issues raised (You Said, We Did). Find out more and how to get involved at: https://www.abdn.ac.uk/infohub/study/student-feedback.php Ex t er na l Exa mi n er s The external examiner for this course is Dr Rexford Attah-Boakye, Lecturer in Accounting at the Hull University Business School, University of Hull. Students must not contact the external examiner directly and external examiners receiving any direct contact from students will report this back to the School.
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2022-01-18