|
Number of hours |
scientific subject
|
Week
|
|
6 |
Introduction to financial econometrics, relationship of econometrics to other sciences, objectives of financial econometrics, data types (time series, cross-sectional data, dashboard), (continuous and detailed data, qualitative data, and quantitative data), data sources |
1-2 |
|
6 |
The standard model, the functional relations, the steps involved in formulating the standard model, the random variable (its nature and the reasons for its appearance in the standard models). |
3-4 |
|
6 |
Algebra of groupings, expected value, probability distributions. |
5-6 |
|
6 |
Covariance and correlation coefficient. |
7-8 |
|
6 |
What is regression analysis? Regression vs. Causation, Regression vs. Correlation, Estimation of the Regression Model Using OLS Least Squares Method OLS Characteristics Coefficient of Determination and Correlation Random Error Hypotheses. |
9-10 |
|
3 |
OLS Hypothesis Test Example CAPM Estimation Model Computer Applications. |
11 |
|
6 |
Estimation of multiple linear regression model using OLS method. Estimation of coefficient of determination and partial correlation coefficients. |
12-13 |
|
3 |
Testing the assumptions of the multiple regression model, example of estimating the APT model. Computer applications. |
14 |