課程概述 |
This course is to teach introductory econometrics to the 1st-year finance postgraduates. The text that will be covered in this course is data- and problem-driven, giving students the skills to estimate and interpret models, whilst having an intuitive grasp of the underlying theoretical concepts. This course illustrates the modifications of least squares method. This course will also cover important modern topics such as time-series forecasting, methods to address endogeneity, non-linear regression models and panel data. |