SHEM002 Иконометрия на финансите
Анотация:
This unit is highly technical in nature, as it predominantly attempts to expose the quantitative aspects that people in the business profession must be acquainted with should they want to perform everyday tasks effectively. Topics such as decision analysis, inferential statistics, regression and correlation analysis, model specification, econometric problems, time series, and forecasting, provide the platform on which an insightful and vigorous analysis will be conducted
This unit aims to provide the students with the necessary knowledge concerning the role and purpose of some commonly used quantitative techniques in effective financial analysis
Преподавател(и):
проф. Стефан Стефанов д-р
гл. ас. Нигохос Канарян д-р
Описание на курса:
Компетенции:
Students who complete this course:
1) will know:
• LO3- use statistical packages for data analysis
2) will be able to:
• LO1- critically evaluate relevant published data
• LO2- apply and interpret basic quantitative tests
• LO4- interpret and compare the results generated to theoretical arguments
• LO5- present in a comprehensive way a controversial issue in economic theory
• LO6- collect data and carry out econometric analysis competently
• LO7- discuss different econometric problems and their remedies
• LO8- choose a proper model and the proper econometric techniques for research
Предварителни изисквания:
Students are required to have the following knowledge and/or skills:
• Calculus
• Basic Statistics
Форми на провеждане:
Редовен
Учебни форми:
Лекция
Език, на който се води курса:
Английски
Теми, които се разглеждат в курса:
- Why study econometrics
- The Simple Regression Model, The Multiple Regression Model
- The Simple Regression Model, The Multiple Regression Model
- Relaxing the assumptions of the Classical model II
- Dummy variable regression models
- Time Series Analysis I
- Time Series Analysis I
- Simultaneous – Equation Models, the identification problem
- Non linear Regression Models, Model Specification. Panel Data
Литература по темите:
• Maddala, G.S. and Lahiri, K. (2009) Introduction to Econometrics.4th edition. Wiley
• Brooks C. (2014) Introductory econometrics for finance, 3rd edition, Cambridge University Press.
• Greene, W.H. (2012) Econometric Analysis. 7th edition. Pearson Education.
• Gujarati, D.N. (2009) Basic Econometrics. 5th edition. McGraw-Hill.
• Salvatore, D. and Reagle, D. (2011). Statistics and Econometrics. 2nd edition. Schaum's Outlines.
• Verbeek, M. (2008) A Guide to Modern Econometrics. 3rd edition. Wiley and sons.