Quantitative Research Methods III - Economics and Finance
Vrije Universiteit Amsterdam
Amsterdam, The Netherlands
Area of Study
Economics, Finance, Research
Taught In English
Quantitative Research Methods I & II
This course is designed for 3rd year students in Economics & Business Economics.
Course Level Recommendations
ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.
Recommended U.S. Semester Credits3
Recommended U.S. Quarter Units4
Hours & Credits
After successfully completing this course you can:
- design a research set-up with a quantitative model to investigate a financial research question
- work with univariate and multivariate regression models, probit and logit models, interpret their outcomes using the software package Stata.
- recognize and create solutions to cases when the underlying assumptions of the linear regression model fail (such as omitted variables, heteroskedasticity, endogeneity and multicollinearity)
- report the results of your analysis clearly according to the academic standards
First of all, students get to know and learn about different data sources to summarise data in a number of descriptive statistics.
Second, they learn how to work with univariate and multivariate linear regression models. We also pay attention to situations when the
classical assumptions of the linear regression model do not hold: think about problems such as multicollinearity, omitted variable
bias, heteroskedasticity and endogeneiy.
Third, you will learn to work with Probit and Logit models. (in case the outcome variable is binary) and you get to know the basics of time series and panel data models.
Finally, students will apply the mentioned techniques on empirical data using Stata.
TYPE OF ASSESSMENT
Written exam – Individual assessment
Case 1 – Assessment in groups of 2
Case 2 – Assessment in groups of 2
Courses and course hours of instruction are subject to change.
Some courses may require additional fees.