Financial Econometrics

BAF 4201

Final Project

Deadline: 12/06/2023

Marks: 20

Instruc ons:

You are required to technically evaluate and review the econometric techniques of any research ar cle
publica on in any leading journals indexed in WOS/SCOPUS Q1 related to accoun ng and finance. You are
also required to download the data and run the es ma on techniques of the same research ar cle and
copy the log and commands from the STATA in the appendix. The following guidelines shall enable you to
complete the project.

 You may use Mendeley datasets.

 Find and download the ar cle from the journal website and match your downloaded data set with
the research ar cle.
(DATA IS DOWNLOADED FROM MENDELEY AND SAME ARTICLE HAS TO BE DOWNLOADED FOR
WHICH YOU HAVE DOWNLOADED THE DATA)
For Example: a dataset is available at Mendeley
h ps://data.mendeley.com/
h ps://data.mendeley.com/datasets/3s3v46phv7
The research ar cle for this data must be searched on the google scholar.
h ps://www.emerald.com/insight/content/doi/10.1108/MEDAR-03-2022-1618/full/html
 Every student must have a unique research ar cle and dataset.
 What is the research ques on in the research ar cle?
 Which variables are used as dependent, independent, endogenous, exogenous, and instrumental
variables.
 Sampling technique and sample size.
 What is the type of data (Cross sec on, Time Series, Panel) and how did you iden fy it?
 Type of analysis techniques used in the research paper.
 What is the es ma on technique employed to conduct the analysis?
 What is the econometric specifica on of the model?
 What are the assump ons of the es ma on technique?
 Cri cally evaluate the econometric techniques.
 Why do you think the research has chosen the specific methodology? Do you think that there are
other es ma on/analysis techniques which shall align with the data type and research ques on.
 Conclusion
 Appendix.

Best of Luck!