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IC205 Introductory Econometrics for Finance
创建日期：2024-07-20 17:43:28
所属分类：经济Economics
标签： IC205
Introductory Econometrics for Finance

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IC205 Introductory Econometrics for Finance. 

The Group Project requires you to demonstrate: knowledge of using Eviews to import and manipulate data, the ability to specify

Information 

The Group Project requires you to demonstrate: knowledge of using Eviews to import and manipulate data, the ability to specify and estimate appropriate models; understanding of regression analysis and hypothesis testing and the ability to implement these in Eviews and interpret the output; the ability to test for unit roots, and knowledge of the consequences of unit-root non-stationarity for economic modelling; and time-series modelling.

This knowledge will be acquired by attending the lectures, the Eviews classes and the problem set classes. The material on time-series modelling and testing for unit roots, will be covered in the later weeks of the term. Hence the deadline for handing in work will be after the Easter vacation (see below).

You need to arrange yourselves into groups of 5 or 6 people (groups smaller than 5 or larger than 6 are not permitted). All members of a given group will receive the same mark, and it is up to you to determine the allocation of work within the group and to ensure that all group members make a valid contribution. All members of a group should be happy with the whole submission, as you assume joint responsibility.

When you have formed a group of 5 or 6, you should all self-enrol into the same Group in Blackboard.

  1. Each student should login to their Blackboard account. Choose IC205, Introductory Econometricsfor Finance.
  2. Select Groups, and enrol yourself in the same numbered group as the other members of your Group. (The first member of your team should choose the next available numbered group when they logon, and all members should then self-enrol into that group)
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