This module deals with topics in the applied econometric analysis of cross-sectional and time series data. It builds on the content investigated in Quantitative Methods (estimation methods, inference and testing) and complements the course Applied Economietrics (finite and large sample theory) but pushes for more applications to economics and financial data sets. The course includes an introduction to time series analysis and financial econometrics.

The objective is to learn how to use econometric and statistical methods for the analysis of economic and financial data sets. After completion of the course, you are enable to estimate model parameters, test hypotheses on parameters using the statistical software R and interpret the outcomes. The goal of this course is to bridge the gap between the theoretical knowledge acquired in previous statistics and econometrics courses and the application of these methods to simulated and observed data. After completion of the course, you can productively use R for their own empirical analysis in their bachelor thesis.