EPN-V2

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.