Statistics & Econometrics
Lecturer: Darryl HoldenContact Hours: 18
Assessment: 100% final exam
Class AimsThe aims of this class are (i) build on the knowledge of regression analysis acquired in the statistics class, and (ii) to look at further applications of regression in finance.
- Subject specific knowledge and skills
On completing this class you will be able to:
- Understand the relationship between assumptions and outcomes when discussing regression estimators;
- Understand when a set of data might be described as "unhelpful";
- Undertake event studies in testing the efficient market hypotheses.
- Cognitive abilities and non-subject specific skills
During the course you will develop:
- Deepen your appreciation of the relationship between theoretical statistics and real world data;
- Develop your ability to model quantitative relationships.