Course Description
This course introduces to students advanced econometric methodologies beyond the fundamental least squares regression analysis for financial data. It focuses on the appropriate econometric modelling, estimation and inference in analyzing data that are typically employed in examining financial issues.
Intended Learning Outcomes
CILO-1: Identify appropriate econometric modelling for financial data.
CILO-2: Interpret estimation and inference results for financial data from advanced econometric analysis.
CILO-3: Formulate econometric strategies for analyzing data in examining financial issues.