爱尔兰都柏林大学斯莫菲特商学院金融/金工硕士课程financial econometrics教学课件
Outline:
Preliminaries
CLRM
Specification Testing
Autocorrelation
Multivollinearity
Heteroskedasticity
2-stage LS and IV estimation
MLE and Logit
NLRMs

Overview of Handout

• Definition of Financial Econometrics
• Motivating Applications
• An Econometric Methodology
• Evaluating research work in Finance & Economics