25860 Advanced Econometric Methods for Finance6cp
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.