Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Quantitative Techniques
ECON6013
3
0
3

Description
Simple and Multiple Linear Regression Analysis; Multicollinearity, Heteroscedasticity and Autocorrelation; Dummy Variables; Model Specification and Selection; Stationary Time Series: ARMA Models, Box-Jenkins Approach, Impulse Response Function; Univariate Forecasting; Applications: CAPM, APT, Stock Market Anomalies, Forecasting stock prices and stock returns.
Faculty Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES Department of Economics and Statistics
Contact Details
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu
 

 


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