Finance & Insurance
FINA 4350: Applied Financial Econometrics
Lecture - 4 credits
ND
EI
IC
FQ
SI
AD
DD
ER
WF
WD
WI
EX
CE
- Studies how to understand and analyze data using a set of analytical tools in financial econometrics when applications such as Excel are not ideally suited for large data sets or when the analysis involves a series of iterative steps that need to be replicated.
- Techniques include several types of regressions (e.g., ordinary least squares, probit, logit, fixed/random effects, etc.); univariate and matched sample analyses; event studies; and, more recently, text-based methods.
- Discusses topics related to establishing causal relations—such as the use of instrumental variables, natural experiments, and regression discontinuity—and application of these techniques using econometric software.
Studies how to understand and analyze data using a set of analytical tools in financial econometrics when applications such as Excel are not ideally suited for large data sets or when the analysis involves a series of iterative steps that need to be replicated. Show more.
Pre-requisites
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