Financial econometrics I

Ects : 3
Compétence à acquérir :
Theoretical and practical knowledge of linear regression models estimation technics. Being able to set up an econometric analysis.

Description du contenu de l'enseignement :
Simple and multiple linear regression models, inference and diagnotic tests
To provide participants with the basic skills and knowledge necessary to undertake empirical research and to prepare them to the advanced course in Econometrics of Financial Markets