Overview
This unit introduces you to the financial econometrics models and techniques that are commonly used in empirical finance research. The topics covered in this unit include conditional expectations, linear projections, linear regression models, unobserved effects, and instrumental variables.
Offerings
S1-01-CAULFIELD-ON-CAMPUS
Rules
Enrolment Rule
Contacts
Chief Examiner(s)
Professor Lyndon Moore
Teaching approach
Problem-based learning
Active learning
Assessment
1 - Within semester assessment
2 - Examination
Scheduled and non-scheduled teaching activities
Workshops
Workload requirements
Workload
Learning resources
Required resources