SYNOPSIS

Topics: Regression analysis, Linear regression, Econometrics Pages: 3 (409 words) Published: March 4, 2015

UNIVERSITI MALAYSIA SABAH
Labuan International Campus
Faculty of International Finance
Semester I, Session 2014/2015

COURSE SYNOPSIS

Course Title
:
Econometrics for International Finance
Course Code
:
GD20103
Lecturer
:
Nur Shahirah Azman
Email
Room. No
Consultation Day

:
:
:
shahirah@ums.edu.my
0319 (3rd Floor)
Wednesday (2.00 p.m - 5.00 p.m)
(Please make an appointment through email before the consultation day).

This course introduces the basic theoretical, technical and practical aspects of Econometrics. Generally, this course contains three major parts. In the beginning, students given an overall concept on econometrics and related techniques. This is follow by discussions on linear regression, a commonly applied econometrics technique. Apart from giving the basic idea of linear regression, this course also focuses on the assumptions of the Classical Linear Regression Model (CLRM), hypothesis testing, selection of independent variables and functional form and dummy variables. Towards the end, this course will discuss the three problems, which commonly arise during linear regression analysis, which are multicolinearity, heteroscedasticity and autocorrerelation.

LEARNING OUTCOMES
Explain the basic econometrics concept and theory.
Apply linear regression, hypothesis testing and model selection techniques in empirical international finance study. Analyze the result of empirical testing in international finance study.

REFERENCES

MAIN REFERENCE
Gujarati, D. N. & Porter, D. C. (2010). Essentials of Econometrics. 4th Edition, US: McGraw.Hill International Edition.

ADDITIONAL REFERENCES

Gujarati, D. N. & Porter, D. C. (2009). Basic Econometrics. 5th Edition, US: McGraw.Hill International Edition. Studenmund, A.H. (2006). Using Econometrics: A Practical Guide, 5th Edition. US: Addison Wesley.

Stock, J.H. & Watson, M.W. (2003). Introduction to Econometrics: Brief...

References: Gujarati, D. N. & Porter, D. C. (2009). Basic Econometrics. 5th Edition, US: McGraw.Hill International Edition.
Studenmund, A.H. (2006). Using Econometrics: A Practical Guide, 5th Edition. US: Addison Wesley.
Stock, J.H. & Watson, M.W. (2003). Introduction to Econometrics: Brief Edition. Addison Wesley.
(9/9/2014)
The Nature and Scope of Econometrics
2
(23/9/2014)
(30/9/2014)
Simple Linear Regression Function
Tutorial Start
(3 October 2014)
(7/10/2014)
Multiple Linear Regression Model
5
(14/10/2014)
Functional Forms of Regression Model
SEMESTER BREAK (18-26 OCTOBER 2014)
6
(28/10/2014)
7
(4/11/2014)
(11/11/2014)
Multicollinearity
9
(18/11/2014)
(25/11/2014)
Autocorrelation
Project Paper Submission (28/11/2014)
11
(5/12/2014)
Lab Test (Chapter 2 -10)
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