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ES50060: Econometrics for economics & finance

Follow this link for further information on academic years Academic Year: 2014/5
Further information on owning departmentsOwning Department/School: Department of Economics
Further information on credits Credits: 6
Further information on unit levels Level: Masters UG & PG (FHEQ level 7)
Further information on teaching periods Period: Semester 1
Further information on unit assessment Assessment Summary: CW 30%, EX 70%
Further information on unit assessment Assessment Detail:
  • Coursework (CW 30%)
  • Exam (EX 70%)
Further information on supplementary assessment Supplementary Assessment: ES50060A - Resit Exam (where allowed by programme regulations)
Further information on requisites Requisites:
Further information on descriptions Description: Aims:
The unit aims to provide the students with the knowledge and skills necessary to:
a) Understand and appreciate the findings of the empirical academic literature in the areas of accounting and finance, and;
b) Conduct their own basic investigations over a range of accounting and financial relationships.

Learning Outcomes:
At the end of the unit students will be expected to be able to:
a) Use and interpret the results of the classical regression model.
b) Use the recommended econometric software to undertake their own empirical investigation.
c) Analyse and reflect on empirical results derived using the econometric software.
d) Test the validity of simple empirical models using a wide range of diagnostic results.

Abstraction and analytic skills (A)
Information gathering and Synthesis (A)
Use of Information Technology (F/A)
Time Management and Planning (A)
Numeracy Skills (T/A)

The Characteristics of Economic and Financial Data; Testing and categorising financial data types; Estimation, Inference and Modelling using linear models (OLS) in Economics and Finance. Assessing the various diagnostic tests , particularly those related to problems encountered with economic and financial data. Introduction to modelling with discrete variables. Introduction to panel data methods.
Further information on programme availabilityProgramme availability:

ES50060 is a Designated Essential Unit on the following programmes:

Department of Economics School of Management

ES50060 is Optional (DEU) on the following programmes:

Department of Social & Policy Sciences
  • THXX-AFM46 : MRes Global Political Economy: Transformations & Policy Analysis
  • THXX-AFM47 : MRes Global Political Economy: Transformations & Policy Analysis

* This unit catalogue is applicable for the 2014/15 academic year only. Students continuing their studies into 2015/16 and beyond should not assume that this unit will be available in future years in the format displayed here for 2014/15.
* Programmes and units are subject to change at any time, in accordance with normal University procedures.
* Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.