University of St Andrews - Scotland's first university, founded 1413

Module Catalogue

For information on which modules are specific to your programme, please see : Programme requirements index 2018-2019.

Curricular information may be subject to change.

MN5320 Advanced Financial Econometrics

Academic year(s): 2018-2019

Key information

SCOTCAT credits : 20

ECTS credits : 10

Level : SCQF level 11

Semester: 2

Availability restrictions: Not available as optional module to any programme.

Planned timetable: To be arranged.

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.

Relationship to other modules

Pre-requisite(s): Before taking this module you must pass MN5443

Co-requisite(s): You must also take MN5612

Learning and teaching methods and delivery

Weekly contact: 2-hour lectures and 1-hour seminars.

Assessment pattern

As used by St Andrews: 2-hour Written Examination = 50%, Coursework = 50%

Re-assessment: 3-hour Written Examination = 100%

Personnel

Module teaching staff: Dr P Abedifar