FINANCE 701 / Financial Econometrics I

3 unit(s)

Prerequisite(s): FINANCE 604

This course introduces students to the theory and applications of statistical techniques for testing economic theory. It covers the basic tools of estimation and inference in the framework of the linear regression model and addresses the problems that arise when the assumptions of the model are violated. The course emphasizes an intuitive understanding and practical applications of the basic tools of regression analysis. The main topics include the specification of an econometric model, estimation procedures, testing of the assumptions of the econometric model, and the generalized linear regression model.