Topics in Advanced Econometrics
| Code | School | Level | Credits | Semesters |
| BUSI5012 | Nottingham University Business School | 5 | 10 | Spring Malaysia |
- Code
- BUSI5012
- School
- Nottingham University Business School
- Level
- 5
- Credits
- 10
- Semesters
- Spring Malaysia
Summary
Building time series models; Forecasting time series; Modelling volatility; Multivariate time series analysis; Instrumental variables and GMM estimation; Panel data analysis; Discrete choices models; Limited dependent variables models; Conducting empirical econometric research.
Target Students
NUBS first year PhD in Industrial Economics and Finance and Risk students There is a limited number of places on this module. Students are reminded that enrolments which are not agreed by the Offering School in advance may be cancelled without notice.
Classes
- One 3-hour lecture each week for 5 weeks
- One 3-hour computing each week for 2 weeks
Activities may take place every teaching week of the Semester or only in specified weeks. It is usually specified above if an activity only takes place in some weeks of a Semester Further Activity Details: Contact hours: 15 hours of lecture and 6 hours of computer sessions over 5 weeks. Please note all non-lectures will be timetabled in the Business School
Assessment
- 100% Coursework 1: Individual Coursework (3,000 words)
Educational Aims
The module aims to equip students with advanced theoretical and applied econometric techniques for modelling time series, cross sectional and panel data.Learning Outcomes
Knowledge and understanding
This module develops a knowledge and understanding of:
The management of projects
Tools and techniques for transforming (big) data into useful information for business analysis and decision support
Advanced Econometrics for PhD students.
Intellectual skills
This module develops:
Using information and knowledge effectively in order to abstract meaning from information and to share knowledge, including the use of quantitative skills
Professional practical skills
This module develops:
The ability to conduct research and enquiry into business and management issues either individually or as part of a team through research design, the collection and analysis of qualitative data, synthesis and reporting
Transferable (key) skills
This module develops:
Effective communication: networking, listening, oral and written communication of complex ideas and arguments, using a range of media, including the preparation of business reports
The ability to work collaboratively
Conveners
- Dr Kin Boon Tang