Module code: ACFI 5041
This module extends students' knowledge of the area of quantitative research methodology by introducing students to the scope and methodology of econometrics. Analytically, students will be introduced to the theory and practical aspects of the basic econometric modelling technique such as the classical linear regression and the multiple regression models, specification testing, violation of the key assumptions of CLR such as the cases of heteroscedasticity, autocorrelation and multicollinearity, the generalised method of moments (GMM), error correction models, ARCH-GARCH and time-series forecasting. Overall, students will be exposed to the following topics:
Contact hours per student per year
Additional costs: No extra costs other than purchase of books
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