KTTA4220 Basics in Econometrics for Business and Finance (4 op)

Opinnon taso:
Aineopinnot
Arviointiasteikko:
0-5
Suorituskieli:
englanti
Vastuuorganisaatio:
Jyväskylän yliopiston kauppakorkeakoulu
Opetussuunnitelmakaudet:
2022-2023, 2023-2024

Kuvaus

The objective of this course is to give the student the skills that are needed for empirical economic research. The content of this course is the following: descriptive statistics, statistical hypothesis testing, bivariate regressions, multivariate regressions, binary variables, interaction variables, logarithmic variables and non-linear regressions, heteroskedasticity, serial correlation, multicollinearity, endogeneity and exogeneity, panel datasets and panel regressions. In addition, the student learns how to use the databases available in the JSBE, especially for financial economics applications.

Osaamistavoitteet

At the end of the course, the student is expected to be able to:

  • understand the most common concepts and methods of applied econometrics
  • apply econometric methodologies, specify a regression model, and interpret results
  • critically analyse econometric studies
  • use DataStream and BankFocus for downloading data

Lisätietoja

This course is an online course that includes video lectures and Moodle exams. In addition, there is a project work where students can practice their econometric skills.

Esitietojen kuvaus

KTTP2111 Basics of Economics, Introduction to Statistics 1 and 2, or equivalent.

Oppimateriaalit

Video lectures, additional material

Kirjallisuus

  • • Cock, A. C. 2006. A Gentle Introduction to Stata.; ISBN: 9781597180757
  • • Stock, J.H. & Watson, M.W. 2007. Introduction to Econometrics, 2. painos tai uudempi.; ISBN: 0-321-44253-9
  • • Baum, C. F. 2006. An Introduction to Modern Econometrics Using Stata; ISBN: 978-1597180139

Suoritustavat

Tapa 1

Arviointiperusteet:
Exams, project work
Valitaan kaikki merkityt osat
Suoritustapojen osat
x

Online course and project work (4 op)

Tyyppi:
Osallistuminen opetukseen
Arviointiasteikko:
0-5
Suorituskieli:
englanti

Opetus