DATA ANALYTICS (4 Credits)
Learning Outcomes:
On successful completion of this course, student will be able to: LO1 – explain the mathematical foundations, statistical foundations, dealing with data, and overview of classical linear regression model; LO2 – apply the classical linear regression model, its assumption and diagnostic tests; LO3 – apply the univariate time-series modelling and forecasting, multivariate models, and modelling long-run relationships in Finance; LO4 – apply the modelling volatility and correlation, switching and state space models, and panel data; LO5 – analyze limited dependent variable models, simulation methods, econometric techniques, and conduct empirical research or doing a project or dissertation in Finance.
Topics:
- Introduction and mathematical foundations, statistical foundations, and dealing with data;
- A Brief Overview of the Classical Linear Regression Model;
- Further Development and Analysis of the Classical Linear Regression Model;
- Classical Linear Regression Model Assumptions and Diagnostic Tests;
- Univariate Time-Series Modelling and Forecasting;
- Multivariate Models;
- Modelling Long-Run Relationships in Finance;
- Modelling Volatility and Correlation;
- Switching and State Space Models;
- Panel Data;
- Limited Dependent Variable Models and Simulation Methods;
- Additional Econometric Techniques for Financial Research;
- Conducting Empirical Research or Doing a Project or Dissertation in Finance.
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