Masters Programme in Finance, UWE
Department of Accounting, Economics & Finance
Bristol Business School,
University of the West of England, Bristol
Quantitative Research Methods for Finance
Module Leader: Paul Dunne
Lecturers: Paul Dunne
This page contains links to information in Adobe pdf format. If you do not have Adobe Acrobat Reader on your computer,
download it from here
STOP PRESS: Page under construction
A provisional reading list is here
Topics:
- Doing a dissertation presentation here,
handbook (0910) with more detail here,
and MSc Finance specific notes here.
- Doing econometrics here
- Doing an applied research project here.
- Research Methodology here;
further notes here
and readings here
- Statistics here
- Correlation here
- Ordinary Least Squares here
- Testing here
- Problems with OLS here
- Autocorrelation here
- Dynamic models here
- Unit roots here
- Cointegration here
- Functional forms here
- Outliers here
Class exercise data sets
- Introductory Microfit Exercises here
with data file MAEG2 in Microfit format here
and CSV format here.
- CAPM Exercise is here,
with data as Microfit file here
and as CSV file here
- A more advanced consumption function exercise (starting from same place as the earlier ones) is
here with data as Microfit file
here and as a CSV file
here
The files are provided in both Microfit and CSV format and Microfit 4.1 can read both types.
If you have any problems with the *.fit files try the CSV.
Assignment:
- Exercise is
here
- Deadline:4th January 2011: A 'hard' and 'soft' copy of both is required
Session on using Stata:
Welcome to Stata
Introductory exercise
Cross section exercise for Stata
Exercise
Data
Survey Methods:
Notes
Readings
Exercises
Econometric Methods and Surveys:
Notes Readings and exercises as above
Panel Data Methods:
Notes
Exercise
Readings
Resources:
- Maths and Statistics refresher course here
Here are some useful introductory sites which contain quizzes to help with background study. Courtesy of Economics Network
- Simple regression quiz by Guy Judge, University of Portsmouth
Ten multiple choice questions for introductory econometrics. The quiz is hosted by the Quia service, which allows academics to add their own quizzes by subscription.
- Applied regression analysis online quizzes by
Trudy Ann Cameron, University of California, Los Angeles
Twenty-two quizzes on applied regression analysis, each with ten questions, divided into topics.
- Applied regression analysis online quizzes by Geofrrey Gerdes, Trudy Ann Cameron, UCLA
Twenty server-marked, ten-question, mutliple-choice tests on various aspects of regression.
Updated by JPD 13 Oct 2010