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Business Forecasting & Econometrics (2022)

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Course data

General

Announcements

Redeeming VitalSource codes

Using your VitalSource eBook

Pre Class Reading (Kuiper Paper + Data)

Panel101

Regression101

STATA Time Series Manual

In class Speed Reading

Data Set

Potential Topic MDEV 2021

Energy and Economic Growth Malawi (1)

Day 3 Panel Data Exersise Data

2021 MPhilDevFin Business Forecasting and Econometrics 2022 Course Outline 18Jan 2022

Readings Preclass

Group Assignment

kuipa

Sample Thesis 2022

Volatility models

Session 1: Introduction

1.0 Choosing the Right Test

1.1 OLS Estimations

1.2 OLS Diagnostics

1.4 Review on Empirical Implementation of OLS

1. 0 Journal of Statistics Education v16n3 Shonda Kuiper

1. 1 Honohan Partrick 2008 OLS

1. 2 Likert Scale Analysis

1. 3 Boone 2012 Likert Scale Data Analysis

1.2 Marwa and Meshach 2014 Financial Sustainability

Session 2: Ordinal Least Square estimation

2 Panel Data

4. 1 Latif and Miles 2013 Class Attendance ..

4. 2 Dyanamic Panel

Dynamic Panel EC823.S2013.nn05.slides

Financial performance of rural banks in Ghana

3. 3 Paper 4 Were Nzomoi and Ruto 2012 Private Credit and Economic Performance

Chapter14studentnotes

Session 3: Ordinal Least Square Assumption and Diagnostics

3. 1 Forecasting Papers (1)

3. 2 Forecasting Papers (2)

3. 3 Paper 2.1 Cointegration (2)

3. 1 Univariate Time Series

3. 2 Long Run Models

3. 3 VAR and Causality Models

3. 4 BFE Volatility Modelling

Investors Physcology

Session 4: OLS Application

4 Logit and Probit Models

5. 1 Logistic Regression ( Adoption Model )

5. 2 Modelling Default Three models (3) (1)

Online Assignments

Team Assignment: Written Report - 14 February 2022

Individual Assignment - 25 March 2022 @ 13:00

Supplementary Assignment: due 23 May 2022 @ 13:00pm
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MPhil DevFin
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Business Forecasting & Econometrics (2022)

Skill Level: Beginner

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