Postgraduate Course: Introductory Econometrics (MSc) (CMSE11064)
Course Outline
| School |
Business School |
College |
College of Humanities and Social Science |
| Course type |
Standard |
Availability |
Available to all students |
| Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
10 |
| Home subject area |
Common Courses (Management School) |
Other subject area |
None |
| Course website |
None
|
Taught in Gaelic? |
No |
| Course description |
This course provides students with the statistical and econometric background needed for subsequent courses, e.g. Financial Econometrics. This course will be focused on regression analysis, which is widely used for testing theories in finance, determining asset prices or returns, testing hypothesis concerning relationships among variables, forecasting future values of financial variables, etc. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites |
|
| Prohibited Combinations |
|
Other requirements |
None
|
| Additional Costs |
None |
Information for Visiting Students
| Pre-requisites |
None |
| Displayed in Visiting Students Prospectus? |
Yes |
Course Delivery Information
| Not being delivered |
Summary of Intended Learning Outcomes
| On successful completion of the course, students will have a solid understanding of the classical regression analysis. Students will be familiar with theoretical concepts and empirical applications. Students will understand the importance and scope of regression analysis. |
Assessment Information
| A mid-term examination counts for 30% of the grade. The remaining 70% is based on a final exam. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords |
Not entered |
Contacts
| Course organiser |
Mr Gavin Kretzschmar
Tel: (0131 6)50 2448
Email: Gavin.Kretzschmar@ed.ac.uk |
Course secretary |
Ms Caroline Leburn
Tel: (0131 6)51 3854
Email: Caroline.Leburn@ed.ac.uk |
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