Programplaner og emneplaner - Student
ØAMET4100 Econometrics Course description
- Course name in Norwegian
- Økonometri
- Study programme
-
Master Programme in Business Administration
- Weight
- 10.0 ECTS
- Year of study
- 2020/2021
- Curriculum
-
SPRING 2021
- Schedule
- Programme description
- Course history
-
Introduction
A grade scale with grades from A to E for pass and F for fail is used.
Recommended preliminary courses
ØAMET4000 or equivalent
Required preliminary courses
An external examiner will grade the exam papers together with the lecturer.
Learning outcomes
Applied Statistical Methods and Corporate Finance.
Content
- Regressions with Panel Data
- Instrumental Variables Regression
- Experiments and Quasi-experiments
- Regression Analysis of Time Series Data
Teaching and learning methods
- Modern portfolio theory, including the capital asset pricing model, multifactor models and the arbitrage pricing model
- Share valuation using the dividend discount model and multiples such as the price/book ratio and price/earnings
- Analysis of interest rate instruments (bonds and certificates)
- Pricing and analysis of derivatives (futures contracts and options)
- Portfolio management and performance assessment
Course requirements
There will be five problem sets. Problem sets may be submitted individually or in groups of up to four students. All the assignments must be approved before a student can take the final exam. If the assignments are not approved, the student will be given one opportunity to submit a new or improved version. Further information regarding submission and due dates will be provided during the semester.
Assessment
Written (4 hour) exam will be held at the end of the semester.
Permitted exam materials and equipment
Calculator (see separate regulations)
Grading scale
Grading scale A-F
Examiners
An internal and an external examiner will grade the exam papers.