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APPLIED ECONOMETRICS IN ECONOMICS AND FINANCEучебный курс
- Авторы: Шаклеина М.В., Мироненков А.А.
- Год создания: 2017
- Организация: МГУ имени М.В. Ломоносова
- Курс на иностранном языке
- Описание: Applied Econometrics in Economics and Finance is one of the most important courses during which students will learn how to apply the theoretical knowledge into data analysis. The goal of this course is to familiarize the students with fundamental concepts and methods of econometric analysis. The course will equip you with practical skills needed in nowadays work of financial and economic analysis. The course also is preparing for the CFA exam. The course introduces the classical linear regression model, statistical inference in the regression model, multicollinearity, heteroskedasticity, autocorrelation, analysis of misspecification, regressions with dummy variables, panel data analysis and simultaneous equation models. Prerequisites: Quantitative Methods and Financial Mathematics.
- Добавил в систему: Мироненков Алексей Алексеевич