Newcastle University

Aims

The module seeks to:
- advance the understanding on using recent advances in econometrics for testing theories in economics and finance
- provide technical skills necessary to pursue a wide range of empirical research in economics and finance;
- offer the opportunity to develop some advanced quantitative skills.

Original Summary:
The module comprises of three thematic units to cover a comprehensive set of essential material on univariate time series analysis, multivariate time-series analysis and panel data analysis

Outline Of Syllabus

Univariate Time Series Analysis, Multivariate Time Series Analysis, Panel Data Analysis

Teaching Rationale And Relationship

-Lectures provide the fundamental technical structure of the methods introduced and an overview of the essential empirical economic and fincancial modelling methods
- Seminars provide an opportunity to enhance both theoretical and practical aspects of modelling
- Workshops provide hands-on computer based experience of modelling exercises.

Assessment Rationale And Relationship

Written exam to assess the theoretical and empirical approach to econometrics.

Written project tests students' understanding of econometric methods and demonstrates that students can analyse and interpret real world data.

Reassessment will be 100% exam.