Graduate School of Business  Alexandria

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Course Name: Econometric Methods in Investment Analysis

  • Graduate School of Business |

Description

The aim of this course is to provide the students with the necessary econometric theory and concepts, and practical training to become sound applied economists who know what econometric methods to use in different circumstances and how to interpret and appraise the results of the empirical analysis.

Program

MBA

Objectives

  • Upon the end of this course, students should be able to: • Conduct independent econometric and statistical analysis of economic data in an applied research setting. • Use econometric software for data management and statistical analysis. • Read and critically appraise applied econometric analysis with respect to choice of model, estimation method and interpretation. • Understand, and apply, current scientific standards for documentation of data sources and analysis. • Conduct empirical research in an academic or business setting.

Textbook

• Fabozzi et.al (2014). The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications. • James Stock and Mark Watson (2014), Introduction to Econometrics, 3rd Edition. • Jeffrey Wooldridge (2015), Introductory Econometrics, 6th Edition. • John Campbell, Andrew Lo, and Craig MacKinlay (1997), The Econometrics of Financial Markets. • Andrew Ang (2014), Asset Management: A Systematic Approach to Factor Investing.

Course Content

content serial Description
1Introduction to econometrics models &Introduction to regression analysis, and simple linear regression models
2Non- linear simple regression&Multiple non- linear regression- estimation of regression parameters
3Problems associated with Multicollinearity and Heteroscedasticity problem&Autocorrelation problem and normality problem
4Regression analysis using dummy variables&Time Series Analysis
5Cointegration test analysis cointegration& Formulating and implementing investment strategies using financial econometrics

Markets and Career

  • Generation, transmission, distribution and utilization of electrical power for public and private sectors to secure both continuous and emergency demands.
  • Electrical power feeding for civil and military marine and aviation utilities.
  • Electrical works in construction engineering.
Courses
  • Degree Master
  • Code: FIN714
  • Credit hrs: 3
  • Prequisites:
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