BU843
Seminar in Advanced Financial Econometrics
0.5 Credit

This course focuses on cross-sectional and panel data econometrics applied to asset pricing and corporate finance. The theoretical approach is based on the use of the generalized method of moments (GMM). However, maximum likelihood, estimation and minimum distance estimation are used for specific topics. The course covers basic theory, but focuses on financial applications covering classical contributions, recent developments and ongoing research.

Additional Course Information
Prerequisites
EC655 - Econometrics