Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Fall 2011
Table of Content
1 COURSE STAFF AND CONTACT DETAILS........................................................................................2 2 COURSE DETAILS AND SCHEDULE...................................................................................................3 2.1 TEACHING TIMES AND LOCATIONS................................................................................................................3 2.2 UNITS OF CREDIT.......................................................................................................................................3 2.3 COURSE SCHEDULE.....................................................................................................................................3 3 COURSE AIMS AND OUTCOMES.........................................................................................................4 3.1 LEARNING OUTCOMES.................................................................................................................................4 3.2 APPROACHES TO LEARNING AND TEACHING IN THE COURSE..............................................................................5 4 TEXT BOOKS.............................................................................................................................................5 4.1 ADDITIONAL TEXT......................................................................................................................................5
Course Architect: Yasir Hassan Lahore Business School 1-KM Defence Road Bhoptian Chowk Lahore Email: yasir.uol@hotmail.com Course Instructor: Yasir Hassan
Contact outside of consultation and class times: If you have general question about the course, please send an email. Specific questions are best dealt with during the lecture or consultation time. The course instructor will endeavor to respond to enquiries promptly. However, keep in mind that the course instructor may be teaching other classes or working on research project when you make an enquiry, and therefore there may be a delay in getting back to you. In particular, email correspondence will be dealt with periodically once every couple of days, not 24/7.
2.1 Teaching Times and Locations Lbs 2.2 Units of Credit This course is a core course that builds on the foundation of quantitative application in finance in our Bachelors of Business Administration programme, and is worth four (03) credit hours.
Weeks, topics, chapter readings and tutorial themes are shown in the following table.
Week 1
Task/Activity
2, 3
Assignment
4, 5
Case
Assignment
7 8,9
Multicollinearity: What happens if the Regressions are correlated? Heteroscedasticity: What happens if the Error Variance is Non-constant? and Autocorrelation: What happens if the Error Terms are correlated?
Case
10
Econometric Modeling I: Model Specification and Diagnostic Testing?
Assignment Case
Nonlinear Regression Models Qualitative Response Regression Models Panel Data Regression Models Dynamic Econometric Model: Autoregressive and Distributed Lag Models
End Term
3.1 Learning Outcomes 1. The main goal of the course is to introduce econometric analysis to the students and to enable them to apply various modern tools of this analysis in their future work and studies 4
2. 3. 4. 5.
Enables students to thoroughly understand the theoretical foundation of Regression Enables students to derive the basic properties of OLS estimators Enables students to estimate a regression equation with real data Enables students to understand and handles topics such as Dummy Variables, Multicolinearity, Hetroskedasticity, and Autocorrelation
Relationship between outcomes and LBS Graduate Attributes is shown below: Course Learning LBS Graduate Attributes Outcomes b), c), d) Critical thinking and problem solving g) Communication f) Teamwork and leadership a) Social, ethical and global perspectives i, ii, iii, v, vi In-depth engagement with relevant disciplinary knowledge e) Professional Skills 3.2 Approaches to Learning and Teaching in the Course The course has been designed to be: Rigorous and informed Encouraging of critical and independent thinking Professionally relevant Engaging Diverse Reflective
Text Books
1. 2. Gujarati, D. Basic Econometrics, (McGraw Hill, 2003) 4th edition (GJ) Griffths, Hill, and Judge. Learning and Practicing Econometrics (John Wiley & Sons, 1993) (GHJ)
4.1 Additional Text 1. Maddala, G.S. Introduction to Econometrics (Prentice Hall, 1992) 2nd Edition 2. Pindyck and Rubinfeld. Econometric Models and Economic Forecasts (Mc-Graw Hill, 1991) 3rd edition 3. Ramanathan, R. Introductory Econometrics with Applications (Dryden198) 4th edition.