This course involves the application of statistical methods to financial market data. The statistical methods covered will include asymptotic theory, maximum likelihood estimation, instrumental variables, simultaneous equation models and selected topics such as models for limited dependent variables, models for panel data, ARCH models, unit roots and error correction models.
This course involves the application of statistical methods to financial market data. The statistical methods covered will include asymptotic theory, maximum likelihood estimation, instrumental variables, simultaneous equation models and selected topics such as models for limited dependent variables, models for panel data, ARCH models, unit roots and error correction models.
