Financial Econometric

Financial Econometric
  • Course:

    Financial Econometric

  • Description:

    This course introduces to the panel data methods and practices which are most relevant to the
    analysis of economic and financial researches. The goals of the course are twofold: first to
    develop a comprehensive set of tools and techniques for analyzing various forms of panel data
    and second to acquire knowledge of recent changes in the methodology of econometric
    analysis of panel.
    Upon completion of the course, attendees should be able to use the acquired knowledge of
    longitudinal data analysis to develop a scientifically well-founded model for professional
    economic and financial data using R software. Attendees should be able to implement panel
    econometric models and provide correct statistical and economic interpretation of the results.

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Financial Econometric