Econometrics for minor Finance

Faculteit Economie en Bedrijfskunde
Jaar 2017/18
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 the 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 (EViews).
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 hoor- en werkcolleges
(computer labs)
Toetsvorm opdracht(en), schriftelijk tentamen, tussentoets(en)
Vaksoort bachelor
Coördinator dr. S. Homroy
Docent(en) dr. S. Homroy
Verplichte literatuur
Titel Auteur ISBN Prijs
Introduction to Econometrics, 3rd edition, Pearson Education Stock, James H., Mark W. Watson 9780138009007 €  75,00
Some empirical journal articles from the field of Finance Various
Entreevoorwaarden
Opmerkingen Secretary: Ellie Jelsema, phone +31 (0)50 363 3685, e-mail e.t.jelsema@rug.nl, room 5411.0836
Opgenomen in
Opleiding Jaar Periode Type
BSc Bedrijfskunde/Bdk  (minor Finance) 3 semester I b verplicht