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Aspects of distribution theory and regression analysis, and an applied study of time series modelling techniques and forecasting.
This paper builds on FINC 203 (Data Analysis) to provide more-specialised training of advanced econometric techniques used in postgraduate and research studies, as well as research-analysis types of jobs. Thus, the first and foremost audience of this paper is students who plan postgraduate studies in the future (e.g. those who will undertake Master's or PhD research must take this paper).
|Paper title||Financial Econometrics|
|Teaching period||Not offered in 2022 (On campus)|
|Domestic Tuition Fees (NZD)||$887.55|
|International Tuition Fees||Tuition Fees for international students are elsewhere on this website.|
- ECON 210 or FINC 203 or STAT 210 or STAT 241
- STAT 241
- Schedule C
- Teaching staff
To be advised when paper next offered.
- Paper Structure
The aim of this paper is to provide more specialised training on econometric techniques used in finance and economics. Econometrics helps us to empirically test theories and understand relationships between variables that are of interest for businesses and financial institutions. The audience of this paper consists of students who seek a sophisticated knowledge and skills required to perform day-to-day financial analysis tasks and data analysis in research.
- Teaching Arrangements
- This is an applied econometrics paper. All classes are held in a computer lab.
Principles of econometrics by R. Carter Hill; William E. Griffiths; G. C. Lim , 4th ed. Hoboken, NJ : Wiley 2011.
- Graduate Attributes Emphasised
- Critical thinking, Research, Self-motivation, Teamwork.
View more information about Otago's graduate attributes.
- Learning Outcomes
Students who successfully complete this paper will be able to
- Understand types and forms of data and how to use them in econometric analysis
- Identify sources of financial data (Bloomberg, Capital IQ, Compustat, Yahoo Finance, etc.) to retrieve necessary data for econometric analysis
- Demonstrate knowledge in econometric methods such as regression analysis and time series analysis
- Apply appropriate econometric methods using STATA software in day-to-day financial problem solving and research work
- Demonstrate the ability to report and present results obtained from analysis