PGM0910 ADVANCED QUANTITATIVE DATA ANALYSIS TECHNIQUES

Convenor: Dr Kobil Ruziev, School of Management and Business E-mail: kkr@aber.ac.uk Internal phone; (01970-62) 2522 Course dates : Semesters One and Two, to be arranged PGM0910 Timetable: please go to http://www.aber.ac.uk/en/grad-school/res-skills-training/res-traindev/mod-timetable/ Module Overview: The module offers coverage of econometric methodologies which can be applied in the context of PhD study in the social sciences. This will include advanced time series analysis, event study methodology and performance measurement. Practical sessions will provide insights to the application of the techniques, including the use of relevant software. Module Aims: This module aims to provide students with a broad knowledge of a range of methodological and analytical skills, which they can apply in a variety of research contexts. The module is aimed at students who have previously studied basic quantitative techniques such as regression analysis. The module complements the coverage of quantitative methods offered in PGM0620 (Empirical Methods) which should be studied either as a co-requisite or as a pre-requisite. PGM1120 is a compulsory co-requisite. Module objectives/Learning outcomes: On completion of this module, students should be able to: Demonstrate competency in understanding and applying a range of research methods, to enable the collection of quantitative data Display knowledge of the management of research data, and the use of IT in such data management Demonstrate skills in conducting research in a manner which is consistent with professional practice Demonstrate an awareness of the key skills involved in analysing quantitative data Demonstrate an awareness of a range of quantitative techniques and related software Demonstrate an appreciation of relevant applications of quantitative methodologies Skills Taught: Awareness of the relevant methodologies for data acquisition; Appreciation of the way in which qualitative data is actively constructed and interpreted; Appreciation of the practical and epistemological concerns that arise from qualitative research; Ability to decide whether and how to use these methods in specific research projects; Awareness of the ethical issues surrounding data collection and analysis; Ability to use computer software associated with the analysis of quantitative data; Understanding of advanced quantitative techniques applicable in the social sciences, including time series analysis, forecasting, event studies and performance measurement.

PGM0910 Assessment details

The module assessment is based on one piece of work, - a 3,000 word essay on applying different methods to the students own research problem (mixed methods)(100%). Details to follow below. Assessment Explain the principles and core methods of high frequency data analysis. Critically review a selection of empirical applications which use data analysis at high frequency. Word limit: 2,500 words. You should ensure careful citation of all sources of information, and include a list of references. Essay Submission. Students must ensure that they adhere to the word limit (including references and any appendices, but excluding bibliography) set for any assessed work. Work exceeding the word limit will be penalised by deduction of 5 marks for every 10% over the word limit (i.e. for a 2500 word limit, 1-250 words over the limit will be penalised by deduction of 5 marks, 251-500 words over the limit will be penalised by deduction of 10 marks, etc.). A word count MUST be included. Assessments should be word-processed in 12-point font, and double spaced, and one copy should be submitted on the due date by 12 noon in the Deans Office, Cledwyn Building. Cover sheets to attach to submitted assignments are available from the Deans Office, who will sign and date receipts for all work submitted. These must be stapled/pinned to the assignment. You will be given a signed and dated acknowledgement of receipt upon submission. Assignments will be anonymously marked, whenever possible. However it is your responsibility to follow the guidelines on the cover sheet to ensure this is possible. Please ensure your supervisors name and contact details (Department, email etc) are clearly marked on the Cover sheet when handing in the assignment. Assessment marking criteria: The examiners will be expecting the report to demonstrate: 1) Awareness of the principles of high frequency data analysis & the core methods appropriate for the task. 2) A clear explanation of some of the problems inherent in analysis of such data. 3) Awareness of relevant theoretical and empirical literature. 4) Judgement in selecting applications to be reviewed. 5) Quality of the analysis of empirical applications. Assessment Marking Scheme: Distinction (70+) An excellent pass. The report produces very clear explanation of the relevant principles and methods. The report analyses the empirical applications in a sophisticated manner, providing deep insights. Clear Pass (60-69) The principles and methods are correctly identified and discussed. There is competent discussion of a range of empirical applications, and evidence of clear understanding of relevant ideas, concepts and arguments. Pass (50-59) The principles and methods are identified, but the explanation is only developed to a limited extent. The review of applications will tend to be descriptive and will lack analytical depth. Reports in this category are likely to have only a basic understanding of the relevant ideas, concepts and arguments. Fail (40-49) The report is poorly formulated. The report will lack an appropriate level of analysis and will fail to demonstrate strong awareness of principles and methods. The report will provide only a very superficial discussion of the relevant applications. Clear Fail (0-39) The report will lack any level of analysis and will fail to demonstrate awareness of principles and methods. The report will provide hardly any, or no, discussion of the relevant applications.

PGM0910 Quantitative Techniques Critical Review Comments Sheet

Distinction (70+) Structure and Argument: - effective and clear introduction - spread of issues covered - closeness to answering the question - structure and coherence of the argument - usefulness of the conclusion Use and Application of Theoretical Material - use of an appropriate theoretical framework - understanding of relevant theoretical material - application of theoretical material Background Reading/Evidence and its use - use of supporting evidence - accuracy in the use of evidence - appropriate use of references and quotations - bibliography and referencing Style and presentation - fluency of writing - spelling/grammar/punctuation - presentation and legibility - degree of conformity to required word limit [] [] [] [] [] [] [] [] Clear Pass (60-69) [] [] [] [] [] [] [] [] Pass (50-59) [] [] [] [] [] [] [] [] Fail (4049) [] [] [] [] [] [] [] [] Clear Fail (0-39) [] [] [] [] [] [] [] []

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Mark Category * (please circle one) First markers comments:

Distinction

Clear Pass

Pass

Fail

Clear Fail

First marker details: Name:

Dept:

Date:

* Marks are not arrived at by mechanical addition, but by a consideration of the overall achievement of the work.