University of Technology Sydney

25860 Advanced Econometric Methods for Finance

There are course requisites for this subject. See access conditions.



This subject aims to provide students with advanced theoretical and practical tools for analysing financial data. Building on the foundation of the multiple linear regression model, this subject introduces asymptotic theory, maximum likelihood estimation, the generalised method of moments framework, univariate and multivariate techniques in time series, and, panel data modelling.

For more information, contact your PhD supervisor.

Detailed subject description.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.