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    Learn econometric techniques and analytical software to study financial markets, the public sector, and private industries (corporates) issues. Topics include modelling and assessing returns, volatility, risk and other related aspects.

    Financial econometrics aims to provide insights into the rational decision-making process that would help investors and policymakers make better decisions. In FINC308, we train students to use STATA software intensively to solve real-life problems by handling cross-sectional, time series, and panel data. We intend to produce skillful graduates for modern data-driven industries and research-driven postgraduate studies in the fields of Finance and Accounting.


    About this paper

    Paper title Financial Econometrics
    Subject Finance
    EFTS 0.15
    Points 18 points
    Teaching period Semester 2 (On campus)
    Domestic Tuition Fees ( NZD ) $937.50
    International Tuition Fees Tuition Fees for international students are elsewhere on this website.
    ECON 210 or FINC 203 or STAT 210 or STAT 241
    Schedule C
    Teaching staff

    Duminda Kuruppuarachchi

    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.


    Recommended: Introductory Econometrics for Finance by Brooks C, 4th ed. Cambridge University Press 2019.

    Course outline

    View the course outline for FINC 308

    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


    Semester 2

    Teaching method
    This paper is taught On Campus
    Learning management system

    Computer Lab

    Stream Days Times Weeks
    Attend one stream from
    A1 Monday 10:00-10:50 30-35, 37-42
    A2 Monday 11:00-11:50 30-35, 37-42
    A3 Monday 12:00-12:50 30-35, 37-42
    A4 Monday 15:00-15:50 30-35, 37-42


    Stream Days Times Weeks
    A1 Tuesday 12:00-13:50 29-35, 37-42
    Friday 08:00-09:50 29-35, 37-42
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