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(PhD) Financial Econometrics II: Panel Data

Spring 2014 PHD Course

B9326-001: (PhD) Financial Econometrics II: Panel Data

W - B Term, 09:00AM to 12:00PM
Location: URI 329

Instructor: Wei Jiang

This is the second course in Financial Econometrics. It is required for first-year students in the Finance Ph.D. Program and the Master in Financial Economics Program. It is also open to graduate students and visiting scholars who satisfy pre-requisites. The minimum pre-requisites are: 

1. One Ph.D. level course in econometrics 
2. One of each of the following courses at the graduate level or honor undergraduate level 
Microeconomics; Calculus; Statistics; Probability Studies; and Matrix Algebra. 

The course aims to cover the most important materials in Panel Data, with emphases on 
their applications to empirical research, especially empirical corporate finance. The course will deliver a comprehensive list of empirical methods that allow researchers to identify causal relationships in data. Such tools are essential for graduate students who aspire to conduct careful, state-of-art empirical research. In addition, the course will provide general guidance on formulating (empirical) research ideas, critical thinking, and academic writing.