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Econometrics for minor Finance
| Faculteit | Economie en Bedrijfskunde |
| Jaar | 2021/22 |
| Vakcode | EBB111A05 |
| Vaknaam | Econometrics for minor Finance |
| Niveau(s) | bachelor |
| Voertaal | Engels |
| Periode | semester I b |
| ECTS | 5 |
| Uitgebreide vaknaam | Econometrics for minor Finance | ||||||||||||||||||||
| Leerdoelen | Upon completion of the course the student is able to: 1. Identify and interpret various econometric techniques for addressing particular research questions using mainly the classical linear regression model. 2. Describe the principles of parameter estimation and hypotheses testing. 3. Apply these techniques using empirical datasets and interpret the results. 4. Critically assess the application of these techniques to studies from the field of Finance. 5. Analyze and interpret the results generated by the econometric software package (Stata). |
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| Omschrijving | The course introduces basic principles of econometrics using mainly the linear regression model. The course begins with review of probability and statistics and continues with simple and multiple linear regression. The goal is to learn how data can be used to fit econometric models, estimate parameters and test hypotheses. Students apply these methods to data and learn to work with the econometric software package EViews. | ||||||||||||||||||||
| Uren per week | 4 | ||||||||||||||||||||
| Onderwijsvorm | -computer practicum, -hoorcollege , -werkcollege | ||||||||||||||||||||
| Toetsvorm | -groepsopdracht, -schriftelijk tentamen (meerkeuze vragen) | ||||||||||||||||||||
| Vaksoort | bachelor | ||||||||||||||||||||
| Coördinator | Dr. S. Homroy | ||||||||||||||||||||
| Docent(en) | Dr. S.S.H. Eriksen ,Dr. S. Homroy , Student assistant | ||||||||||||||||||||
| Verplichte literatuur |
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| Entreevoorwaarden | |||||||||||||||||||||
| Opmerkingen | Secretary: Grietje Pol, phone +31 (0)50 363 3685, e-mail g.pol@rug.nl, room 5411.0836 | ||||||||||||||||||||
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