B9311-021: (PhD) Financial Econometrics
F - Full Term, 02:15PM to 05:30PM
Instructor: Ren-Raw ChenDownload Syllabus
View course evaluation
The main component of this course is a rigorous introduction to time series econometrics. It also discusses topics such as panel data, nonparametric estimation, and other methods useful for empirical finance if time permits. Financial applications and empirical issues will also be studied along the way.