UNIVERSITI MALAYSIA SABAH
Labuan International Campus
Faculty of International Finance
Semester I, Session 2014/2015
Econometrics for International Finance
Nur Shahirah Azman
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.
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.
Gujarati, D. N. & Porter, D. C. (2010). Essentials of Econometrics. 4th Edition, US: McGraw.Hill International Edition.
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.
The Nature and Scope of Econometrics
Simple Linear Regression Function
(3 October 2014)
Multiple Linear Regression Model
Functional Forms of Regression Model
SEMESTER BREAK (18-26 OCTOBER 2014)
Project Paper Submission (28/11/2014)
Lab Test (Chapter 2 -10)
Please join StudyMode to read the full document