Module Specifications..
Current Academic Year 2023  2024
Please note that this information is subject to change.
 
None Resubmit take home assignments 

Description This module is an introduction to the theory and practice of econometric inference using social science data. The emphasis is on the application of statistical methods to analyze observational data typically used in finance. Students will develop knowledge and skills in applying relevant statistical methods to analyze data, use appropriate statistical software to analyze data, interpret results from conducting statistical inference such as testing hypotheses and/or making predictions, critically evaluate empirical results reported in journal articles. Students will attend and participate in lectures, familiarize themselves with the use of statistical software, work on take home assignments that replicate some previous empirical research, critically evaluate some of the literature in empirical research.  
Learning Outcomes 1. understanding of basic probability and statistics concepts. 2. use regression models for statistical inference 3. use appropriate statistical software to conduct statistical analysis of real financial data 4. use appropriate statistical displays (tables and graphs) to communicate results of statistical analyses  
All module information is indicative and subject to change. For further information,students are advised to refer to the University's Marks and Standards and Programme Specific Regulations at: http://www.dcu.ie/registry/examinations/index.shtml 

Indicative Content and Learning Activities
Probability and statistics Review of relevant probability and statistics concepts Linear regression OLS, GaussMarkov theorem, hypothesis testing, prediction, robust inference. Statistical computing use of statistical software for analyzing real data Statistical displays presenting analysis results in appropriate table or graph form Finance applications linear asset pricing models, event study methodology  
 
Indicative Reading List
 
Other Resources None  
Module for new MSc in Finance as approved by Programme Board 26th March 2014. Submitting final document for T&L to Jonathan 28th March 2014.  
Programme or List of Programmes
 
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