Coursebooks

Econometrics

FIN-403

Lecturer(s) :

Semadeni Claudio Andri

Language:

English

Remarque

For sem. MA1

Summary

The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.

Content

- Linear regression models
- Ordinary least squares estimation
- Hypothesis testing and confidence intervals in linear regression models
- Nonlinear regression models
- Generalised least squares
- Instrumental variables estimation
- Generalized method of moments
- Maximum likelihood estimation
- Introduction to time series models

Keywords

Econometrics; linear regression; ordinary least squares; instrumental variables; generalized method of moments; maximum likelihood inference.

Learning Prerequisites

Recommended courses

Important concepts to start the course

Learning Outcomes

By the end of the course, the student must be able to:

Transversal skills

Teaching methods

Lectures and exercise sessions.

Expected student activities

Assessment methods

Supervision

Office hours No
Assistants Yes
Forum No

Resources

Virtual desktop infrastructure (VDI)

No

Bibliography

Ressources en bibliothèque

Prerequisite for

In the programs

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14     
14-15     
15-16   BS150 
16-17 BS270  
17-18    
18-19     
19-20     
20-21     
21-22     
 
      Lecture
      Exercise, TP
      Project, other

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  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German