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Topics in Econometrics

When you'll study it
Semester 2
CATS points
10
ECTS points
5
Level
Level 7
Module lead
Anastasios Magdalinos
Academic year
2021-22

Module overview

The aim of this module is to provide students with econometric techniques that are commonly used for analysing and understanding the behaviour of macroeconomic and financial data. The module will introduce students to various topics drawn from the modern empirical finance literature and to the underlying econometric techniques used to evaluate alternative models of the dynamics of asset prices and returns. Software such as EViews will be used to give practical illustrations for each topic discussed. Successful completion of this module is of particular value if students intend to do an empirical dissertation involving financial or macroeconomic applications as the final component of their MSc programme. Students should be familiar with the properties of the Simple Linear regression model before taking this course.

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