Fiches de cours

Econometrics

FIN-403

Enseignant(s) :

Semadeni Claudio Andri

Langue:

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

Dans les plans d'études

Semaine de référence

 LuMaMeJeVe
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     
 
      Cours
      Exercice, TP
      Projet, autre

légende

  • Semestre d'automne
  • Session d'hiver
  • Semestre de printemps
  • Session d'été
  • Cours en français
  • Cours en anglais
  • Cours en allemand