University of Technology Sydney

25860 Advanced Econometric Methods for Finance

Warning: The information on this page is indicative. The subject outline for a particular session, location and mode of offering is the authoritative source of all information about the subject for that offering. Required texts, recommended texts and references in particular are likely to change. Students will be provided with a subject outline once they enrol in the subject.

Subject handbook information prior to 2024 is available in the Archives.

UTS: Business: Finance
Credit points: 6 cp

Subject level:


Result type: Grade and marks

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.