af5908_acc.pdf - Subject Code AF5908 Subject Title Applied Econometric Methods in Accounting and Finance Research Credit Value 3 Level 5 Normal Duration

af5908_acc.pdf - Subject Code AF5908 Subject Title Applied...

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Subject Code AF5908 Subject Title Applied Econometric Methods in Accounting and Finance Research Credit Value 3 Level 5 Normal Duration One Semester Pre-requisite / Co-requisite/ Exclusion None (Recommended Background Knowledge: Any university’s introductory level of probability, statistics and mathematics.) Role and Purposes This subject focuses on the practical use of econometric methods in the area of accounting and finance. With a minimum level of theoretical discussion, it introduces econometric models. It also explains how to use computer software to estimate the models and how to interpret and report the computer results (Programme Outcome 2). Students may bring their own research problems for class discussion. Subject Learning Outcomes Upon completion of the subject, students will be able to: a. Understand the basic econometric concepts and methods; b. Understand the empirical research in Accounting and Finance; c. Able to apply the appropriate econometric techniques to an empirical research project. Subject Synopsis/ Indicative Syllabus Review of basic concepts in econometrics Descriptive statistic, discrete and continuous random variables and their distributions, commonly-used distributions (uniform, Bernoulli, normal, t-, χ 2 -, and F- distributions), joint and conditional distributions, independence, estimator and estimate, unbiasedness, consistency and efficiency; law of large numbers (LLN) and central limit theorem (CLT), null (alternative) hypothesis, Type I (Type II) error, significance level, t -statistic, p- value. The Simple and Multiple Linear Regression Models Dependent and independent variables, disturbance (error term), intercept and slope parameters, population regression function (PRF),
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