MN5320
Research Methods in Banking and Finance (Econometrics 2)
2017-2018
20
10
SCQF level 11
2
Academic year(s): 2017-2018
SCOTCAT credits : 20
ECTS credits : 10
Level : SCQF level 11
Semester: 2
Availability restrictions: Not available as an optional module for any programme.
Planned timetable:
This module is designed to further develop econometrical skills of students to implement statistical analysis in the area of banking and finance. To accomplish the objective, students will be introduced to advanced empirical techniques such as models with endogenous regressors, dynamic panel data, event studies and models with limited dependent variable. Moreover, they will learn how to apply their econometrical skills in practice using Stata. Students will acquaint basic programing skills to carry out empirical projects.
Pre-requisite(s): Before taking this module you must pass MN5443
Co-requisite(s): You must also take MN5612
Weekly contact: 2-hour lectures and 1-hour seminars.
As used by St Andrews: 2-hour Written Examination = 50%, Coursework = 50%
Re-assessment: 3-hour Written Examination = 100%