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
BT 221 or ENGR 241 or ENGR 243 or
QF 112
Distribution
School of Business