QF 200 Financial Econometrics
Econometrics, literally "economic measurement," is a branch of economics that attempts to quantify theoretical relationships. This course will have both a theoretical and applied econometrics components. There will be a focus on using econometrics software in estimating econometrics models learned during the semester and interpreting the results. There will be a review of probability and statistics as needed and then moves on to regression with a single regressor, multiple regression, the basics of functional form analysis, and the evaluation of regression studies. There will be a focus on using econometrics software in estimating econometrics models learned during the semester and interpreting the results.
Prerequisite
QF 112 (Completed or In-Process)