Jan 15, 2025  
School of Graduate Studies Calendar, 2021-2022 
    
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School of Graduate Studies Calendar, 2021-2022 [-ARCHIVED CALENDAR-]

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FINANCE 705 / Financial Econometrics II

3 unit(s)

Prerequisite(s): FINANCE 701  

This course covers econometric techniques that are required for empirical finance with an emphasis on time series analysis. Topics include panel data analysis and simultaneous equations. The course emphasizes hands-on experience through learning computer-based applications in estimation and inference. Students are expected to acquire programming techniques working with econometric and statistical software packages in this course.


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