Course Description

MFIN 701
Financial Econometrics I

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 and nonlinear regression model.  The main topics include specification of an econometric model, hypothesis testing and model selection, and estimation procedures such as instrumental variable estimation, generalized least squares, systems-equation estimation, and generalized method of moments and maximum likelihood estimation.

 

Course Offerings

Winter 2017

Code Section Outline
C01
C02

Winter 2016

Code Section Outline
C02 Outline

Winter 2015

Code Section Outline
C01 Outline
C02 Outline

Winter 2014

Code Section Outline
C01 Outline
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