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.

Credits

3

Prerequisite

BT 221 or ENGR 241 or ENGR 243 or QF 112

Distribution

School of Business

Typically Offered Periods

Fall Semester Spring Semester