[MBR] Econometric Methods in Financial Economics
Prof. Dr. Johannes Jaspersen
This course is an advanced class that combines materials from financial economics with the econometric models necessary to test them. The course will give a very brief introduction to OLS, Probit/Logit and ordinal estimation methods and will then focus on more advanced issues. Amongst others, this will cover: correct specifications using dummy variables, different forms of standard errors and panel data analysis. In the second part of the class, students will be presenting econometric papers in financial economics and discuss them.