Please note
This document only provides information for the academic year selected and does not form part of the student contract
School:
Huddersfield Business School
Credit Rating:
15
Level (including FHEQ):
M (FHEQ Level 7)
Graded or Non Graded:
Graded
Version Valid From:
2021-09-01
Module Leader:
Beata Coldbeck
Version Number
2022.02
Learning Methods
Guided Independent Study
Supervised Time in Studio/Workshop
Lecture
Synopsis
In this module you will gain a strong foundation in statistical and econometric techniques that are used in the financial industry. The module is also geared to prepare you for the research components of the other modules within the programme and the final capstone aspect.
Learning Strategy
Weekly lectures will deliver the core concepts with students engaging with more practical issues in the seminars. Students will be introduced to relevant quantitative analysis software for applications using data. The module is supported by the University's VLE.
Outline Syllabus
Descriptive statisticsProbability and sampling distributionsHypothesis testing/comparisons of meansProblems of producing economic and financial statisticsCross sections I (simple and multiple regression)Cross sections II (visual inspection of multicollinearity and heteroskedasticity)Time series (I) (visual inspection of serial correlation)Time series (II) (seasonality, trends and structural breaks)Panel data (fixed vs random effects)Panel data (limited dependent … For more content click the Read More button below.
Learning Outcomes
On successful completion of this module students will
1.
Demonstrate a critical understanding of econometric techniques that can be applied to cross section, time series and panel data.
2.
Critically apply econometric techniques to analyse financial data.
3.
Justify the selection of quantitative techniques in financial research.
4.
Communicate quantitative data appropriately in writing using academic conventions.
5.
Be able to utilise the relevant quantitative analysis software.
Formative Assessment
Assessment 1: Other
Summative Assessment
Assessment 1: Written Assignment
Assessment Criteria
The module will be assessed according to the current Huddersfield Business School Assessment Criteria for Postgraduate Taught Programmes.